Let X1,X2, . . . , Xn be independent and identically distributed exponential random variables. Show that

Question:

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/2n−1. That is, if image text in transcribed

Hint: What is P{X1 >
n i=2Xi }?

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Introduction To Probability Models

ISBN: 9780443187612

13th Edition

Authors: Sheldon M. Ross

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Question Posted: Sep 05, 2024 09:02 AM

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Let X1,X2, . . . , Xn be independent and identically distributed exponential random variables. Show that

Question:

M = max Xj then show j n n P { M > EX - M} === i=1 2n-1

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Introduction To Probability Models

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