Let X1,..., Xn be Show that Y = min(X1,. %3D Show that

Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter9: Systems Of Equations And Inequalities
Section9.1: Systems Of Equations
Problem 44E
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Let X1,..., Xn be independent, X; ~ exp(A;).
a. Show that Y = min(X1,..., Xn) is also exponential with parameter A= A1 + +An-
b. Show that P(Y = Xk) = 1++An
%3D
Transcribed Image Text:Let X1,..., Xn be independent, X; ~ exp(A;). a. Show that Y = min(X1,..., Xn) is also exponential with parameter A= A1 + +An- b. Show that P(Y = Xk) = 1++An %3D
Expert Solution
Step 1

From the given information,

X1, X2,.....,Xn are independentXi~expλi

The density function for Xi is,

fxi=λie-λixi, xi>0

The distribution function for Xi is,

Fxi=1-e-λixi

a)

The distribution function of Y=minX1,....,Xn is,

PY>y=PminX1, X2,....,Xn>y               =PX1>y, X2>y,.....,Xn>y              =PX1>y*PX2>y*....*PXn>y              =1-FX1y*1-FX2y*...*1-FXny              =e-λ1y*e-λ2y*....*e-λ2y             =e-λ1+λ2+...+λny            =e-λy, let λ=λ1+λ2+...+λn

That is,

FY=PYy        =1-PY>y        =1-e-λy, let λ=λ1+λ2+...+λn

This, is the distribution function of exponential distribution with parameter, λ=λ1+λ2+...+λn.

Hence, the distribution of Y=minX1,....,Xn is Exponential distribution with λ=λ1+λ2+...+λn.

 

 

 

 

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