How can I find E[max Xi \ X1<X2<X3] ????

Kui

New Member
#1
If Xi , i = 1, 2, 3, are independent exponential random variables with rate lambda_i, i=1, 2, 3 find E[max Xi \ X1<X2<X3] :conditioning problem

How can I proof that the answer is (1/lambda1+lambda2+lambda3)+(1/lambda2+lambda3)+(1/lambda3)