20. Let X1, X2, ables, and set X, be independent, Exp(a)-distributed random vari- Y1 = X(1) and Y = X(k) – X(k-1); for 2


20. Let X1, X2,<br>ables, and set<br>X, be independent, Exp(a)-distributed random vari-<br>Y1 = X(1)<br>and Y = X(k) – X(k-1);<br>for 2<k<n.<br>(a) Show that Y, Y,. Y, are mdependent, and determine their dis-<br>tributions.<br>(b) Determine E X(m) and Var Xn)-<br>

Extracted text: 20. Let X1, X2, ables, and set X, be independent, Exp(a)-distributed random vari- Y1 = X(1) and Y = X(k) – X(k-1); for 2<>

Jun 10, 2022
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