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Recall that an exponential random variable X with parameter A > 0 has PDF f(r) = le Ar for r > 0 and f(x) =0
Recall that an exponential random variable X with parameter A > 0 has PDF f(r) = le Ar for r > 0 and f(x) =0 otherwise. (a) Show that P(X >s+t|X> t} =P{X > s). (This is called the memoryless property.) (b) Let X1, ..., Xn be independent exponential random variables with respective parameters A1, ...;An. Show that M := min{ X1, ..., X,} is an exponential random variable with parameter 1
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