Hi,

Can someone please help me solve the following question:

Let X1, X2 be independent Exponential(1) and Exponential(2) random variables respectively.

Let Z = min(X1 ,X2). Obtain E(Z/X1) and V(Z/X1).

Thank you very much.

I am not too sure from where to start as they are random variables.

I know that Z~epx(3) and E(Z) = 1/3 and V(Z) = 1/9

I know the relationship of E(E[Z/X1]) = E(Z) = 1/9 and

V(E[Z/X1]) + E(V[Z/X1]) = V(Z) = 1/9 but I don't know how to make use of them or any other way too calculate it.