2. Suppose that the random variables $X$ and $Y$ have the following joint density function: $$ f(x, y) = \begin{cases} e^{-x} & \text{if } 0 \le y \le x \\ 0 & \text{elsewhere} \end{cases} $$ Let $T = max(X, 3Y)$. Find the density function $f_T(t)$ of $T$.
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We want to find the cumulative distribution function (CDF) of $T$, $F_T(t) = P(T \le t)$. Since $T = \max(X, 3Y)$, the event $\{T \le t\}$ is equivalent to $\{X \le t\} \cap \{3Y \le t\}$, which is equivalent to $\{X \le t\} \cap \{Y \le Show more…
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