Exercise


May 05'23

Answer

Solution: E

The domain of s and t is pictured below.

Note that the shaded region is the portion of the domain of s and t over which the device fails sometime during the first half hour. Therefore,

[[math]] \operatorname{P}\left[ (S \leq \frac{1}{2}) \cup \left( T \leq \frac{1}{2}\right)\right] = \int_{0}^{0.5}\int_{0.5}^1f(s,t)\,ds\,dt + \int_{0}^1\int_0^{0.5}f(s,t)\,ds\,dt [[/math]]

(where the first integral covers A and the second integral covers B).

Copyright 2023. The Society of Actuaries, Schaumburg, Illinois. Reproduced with permission.

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