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Q63Section ST (Statistics (Q11–Q65))63 of 65

Tie probability for overlapping minima

Let U1,U2,U3U_1, U_2, U_3 be three independent exponential random variables such that UkU_k has the following probability density function fk(x)={ke−kx,x>0 0,otherwisef_k(x) = \begin{cases} k e^{-kx}, & x > 0 \ 0, & \text{otherwise} \end{cases}, k=1,2,3k = 1, 2, 3. Let X=min⁡{U1,U3}X = \min\{U_1, U_3\} and Y=min⁡{U2,U3}Y = \min\{U_2, U_3\}. Then P(X=Y)P(X = Y) equals ________ (rounded off to two decimal places).

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