Let X1 and X2 be two independent random variables. Suppose each Xi is exponentially distributed with parameter λi. Let Y=Min (X1, X2). A) Find the pdf of Y. B) Find E(Y).

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Let X1 and X2 be two independent random variables. Suppose each Xi is exponentially distributed with parameter λi. Let Y=Min (X1, X2).

A) Find the pdf of Y.

B) Find E(Y).

 

Hint: Let Y = Min (X1, X2).

1. P[Y > c] = P[Min (X1, X2) > c] = P[X1 > c, X2 > c]

2. Obtain the pdf of Y by differentiating its cdf of Y.

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