Two independent events A and B follow exponential distribution with parameter L: f(t)=Le^(-Lt) for t>=0. If X is the time where A occurs and Y the time where B occurs, calculate the probability P[X>=2*Y] meaning that A happens at least after double the time that B occurred.
How do I proceed? I need to integrate f(t) in the area where x>=2*y. Does that mean that 0<=y<=x/2?