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$X_1$, $X_2$, $X_3$ are random variables distributed following non-identically independent exponential distribution. The PDF $X_i$, $f_{X_i}(x)$=$\frac{1}{\Omega_i}\exp(\frac{x}{\Omega_i}), i=1,...,3$. I want to calculate the CDF

$Y=\frac{aX_1}{X_2(1+b X_3)}$. I was wondering that if it possible to do calculation as follows: $F_Y(y)= \int \limits_{0}^{\infty}\{ \int\limits_{0}^{\infty} \Pr\{aX_1.

If anyone knows the method to calculate, Please give me a hint! Many thanks for your help

2 Answers 2