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Show that if X₁, X₂ , ............... ,X_n are independent identically distributed random variables, whose minimum Y = minimum (X₁, X₂ .............. , X_n) obeys an exponential probability law with parameter A, then each of the random variables X₁₀ ... , X_n obeys an exponential probability law with parameter (λ/n). If you prefer to solve the problem for the special case that n = 2, this will suffice.

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Statistics and Probability, Statistics

Category:- Statistics and Probability
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