Let X 1 and X 2 be independent exponential random variables with parameter . Show that Y
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Let X1 and X2 be independent exponential random variables with parameter λ. Show that Y = |X1 − X2| is also exponentially distributed with parameter λ.
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Since Y X 1 X 2 y 0 The cdf ofYis F Y y PY y PX 1 X 2 y Py X 1 X 2 y PX 2 y X 1 X 2 y Observe t...View the full answer
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