Suppose X₁, X2, ···, , Xn are independent exponential (A) variables. Show that Xn Y = min{X₁, X2, ..., Xn} is exponential(nλ).

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Chapter6: Exponential And Logarithmic Functions
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Suppose X₁, X2,..., Xn are independent exponential (A) variables. Show that
Y = min{X₁, X₂,
‚Xn}
is exponential(nλ).
Transcribed Image Text:Suppose X₁, X2,..., Xn are independent exponential (A) variables. Show that Y = min{X₁, X₂, ‚Xn} is exponential(nλ).
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