Machine 1 is currently working. Machine 2 will be put in use at time from now. If the lifetime of machine is exponential with rate what is the probability that machine 1 is the first machine to fail?
The solution is as follows:
Now, I understand this solution. It states, in light of Bayes's Rule*, that we desire the probability that the lifetime of machine 1 is less than the lifetime of machine 2 and the lifetime of machine 1 is less than in addition to the probability that the lifetime of machine 1 is less than the lifetime of machine 2 and the lifetime of machine 1 is greater than . That all makes sense to me. My question, however, is why is it not simply
Linguistically, this seems to satisfy the solution to the problem; i.e., "the probability that the lifetime of machine 1 is less than t, in addition to the probability that the lifetime of machine 1 is less than that of machine 2 given that the lifetime of machine 1 is greater than t. I understand that the first term here is actually the same as the solution's, and that the solution formulates it as it does for illustrative purposes; but the second term certainly has a different value than that of the solution's.
I hope my question here makes sense. If any further clarification is needed, please let me know. Also, I understand that this exact problem appears elsewhere on stackexchange, but it was more about the computation.
*The Bayes's Rule to which I'm referring is, of course, the following formulation: