> P(sum(T_i) < a | max(T_i) < b) P{max(T_i) < b}
>
> Or perhaps it is easy somehow to compute the n-fold convolution of the
> conditional distribution?
Thanks for your kind help.
It seems for me that the conditional probability
P(sum(T_i) < a | max(T_i) < b)
is difficult to compute. Can you plz give more information? Thanks.
.
.
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