The first thing to understand here is :
max(X,Y) < 2 implies that X < 2 and Y < 2..
So P(max(X,Y) < 2) means P((X < 2) and (Y < 2))
Now given X and Y are independent random variables..
Hence P(X < 2 and Y < 2) = P(X < 2) . P(Y < 2)
Now P(X < 2) = ∫∞-∞ f(x) dx where f(x) is probability density function..
= ∫0-∞ f(x) dx + ∫20 f(x) dx
= 0 + e-x / (-1) |20
= 1 - 1/e2
= 0.865 [ correct to 2 decimal places ]
Similarly P(Y < 2) = 0.865
Hence , P(max(X,Y) < 2) = P(X < 2 and Y < 2)
= P(X < 2) . P(Y < 2)
= 0.865 * 0.865
= 0.75 [ correct to 2 decimal places ]