Mathematical Statistics and Data Analysis
Mathematical Statistics and Data Analysis
3rd Edition
ISBN: 9781111793715
Author: John A. Rice
Publisher: Cengage Learning
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Chapter 3.8, Problem 65P
To determine

Show that the lifetime of the system is exponential with parameter λi.

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Let X and Y be independent exponential random variables with parameter 1. Find the cumulativedistribution function of Z = X/(X + Y )
b) A random variable X follows an exponential distribution, X~Exp(0), with parameter 0 > 0. Find the cumulative distribution function (CDF) of X. i) ii) Show that the moment generating function (MGF) of X is M(t) = iii) Use the MGF in (ii) to find the mean and variance of X.
A system of electronic tubes is connected as in Figure 1. The time to failure of each component follows an exponential distribution with A, being the parameter for the component i. Figure 1: A system of electronic tubes Assume A₁ A2 A3 = 1, A4 = X5 = 2. = a) What is the probability that component 1 is functioning at t = 1? b) What is the probability that this system is functioning at time t = 1? c) Given that the system failed at time t = 1, what is the probability that component 1 failed?
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