CDF of two exponential random variables

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aliazmat

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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.
 

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
 

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

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