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Please provide detailed solution with explanation and asap for each part to get a upvote 2. [15 marks] We consider a sequence of random variables

Please provide detailed solution with explanation and asap for each part to get a upvote

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2. [15 marks] We consider a sequence of random variables X1, X2, ... consisting of independent exponential random variables with rate 1. We let m 2 0, and define the random variable M by M = min{n : X. > m). (a) [5 marks) What is the PMF of M? (b) [5 marks) What is the PDF of XM? (c) [5 marks] Is A independent of XM

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