Question
Let X1, X2,... , Xn be independent Exp(A) random variables. Let
Y = X(1)min{X1, X2, ... , Xn}. Show that Y follows Exp(nA) dis-
tribution. Hint: Find the pdf of Y

Image Transcription

Let X1, X2,... , Xn be independent Exp(A) random variables. Let Y = X(1)min{X1, X2, ... , Xn}. Show that Y follows Exp(nA) dis- tribution. Hint: Find the pdf of Y

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