CDF of two exponential random variables

[aliazmat]

I want to find out the cdf

Fx(x)=Pr(X ≤ k)

where "X" is a Rayleigh distribution and "k" is some other Rayleigh distribution with may be different mean and variance.

How can I find it out, somebody help me please.

 

[Cka3o4Huk]

If distributions are the same, then Pr (x<= y ) is 1/2.

If distributions are different, then Pr (..) = ∫ ( f(x) * f * (sign(y-x) +1)/2 ) dx dy

 

[aliazmat]

Thanks for your reply , it would be nice if you could elaborate the solution a little.