Home

About

Advanced Search

Browse by Discipline

Scientific Societies

E-print Alerts

Add E-prints

E-print Network
FAQHELPSITE MAPCONTACT US


  Advanced Search  

 
Due September 1, Friday 1. a. Let X1 and X2 be independent and identically distributed exponential
 

Summary: Homework 1
Due September 1, Friday
1. a. Let X1 and X2 be independent and identically distributed exponential
random variables with parameter , show that X1 + X2 has the following
density function
f(t) = 2
e-t
t
b. If X and Y are independent exponential random variables with respec-
tive means 1/1 and 1/2, compute the distribution of Z = min(X, Y ).
What is the conditional distribution of Z given that Z = X?
2. Show that for a nonnegative random variable X with distribution func-
tion F, E[X] =

0
F(x)dx.
3. Show that for any sequence of events E1, E2, E3, , P(

i=1
Ei)

  

Source: Ayhan, Hayriye - School of Industrial and Systems Engineering, Georgia Institute of Technology

 

Collections: Engineering