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Math Help - Independent Exponential Random Variables

  1. #1
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    Independent Exponential Random Variables

    Let X and Y be independent exponential random variables, each with mean 1/μ.
    Further, let Z = min(X,Y), and W = max( X,Y). Find E(Z), E(W), Var(Z) and Var(W).
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  2. #2
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    Re: Independent Exponential Random Variables

    Hey Oceanamie.

    Hint: Calculate the distribution for the order statistic.
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