If X, i = 1,..., n, are independent IFR random variables, show that min(X,,.. X) is also

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If X, i = 1,..., n, are independent IFR random variables, show that min(X,,.. X) is also IFR. Give a counterexample to show that max(X,, X) need not be. "

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Stochastic Processes

ISBN: 9780471120629

2nd Edition

Authors: Sheldon M. Ross

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