Suppose X1 and X2 are independent exponential distributions with rate param- eter A and A2, respectively. Show that P{X1 < X2} = x • min{X1, X2} is exponentially distributed with rate parameter A1 + A2.

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LOSuppose X1 and X2 are independent exponential distributions with rate param-
eter A1 and A2, respectively. Show that
P{X1 < X2} =
• min{X1, X2} is exponentially distributed with rate parameter A1 + A2.
Transcribed Image Text:LOSuppose X1 and X2 are independent exponential distributions with rate param- eter A1 and A2, respectively. Show that P{X1 < X2} = • min{X1, X2} is exponentially distributed with rate parameter A1 + A2.
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