Hi,

I have a problem about an exercise :

We consider 3 random variables X1 X2 X3 , exponentially distributed with mean =1 ; they are independant . Show the mutual independance of Y1=X1/(X1+X2) ; Y2=(X1+X2)/(X1+X2+X3) and Y3 = X1+X2+X3 .

The only thing I've demonstrated is that Y3 is a gamma distribution . Same thing for X1+X2 .

But How can we demonstrated this independance ?

Thank you in advance for your help .