91. Let X1,X2,...,Xn be independent and identically distributed exponential random variables. Show that the probability that the
Question:
91. Let X1,X2,...,Xn be independent and identically distributed exponential random variables. Show that the probability that the largest of them is greater than the sum of the others is n/2nā1. That is, if M = max j
Xj then show P
M >n i=1 Xi ā M
= n 2nā1 Hint: What is P{X1 > n i=2 Xi}?
Fantastic news! We've Found the answer you've been seeking!
Step by Step Answer:
Related Book For
Question Posted: