x, y are random variables with probability distribution ke^(-kx) and ue^(-ux). What is the dist. for min(x,y)

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1y

Finding the probability distribution for the minimum of two random variables with given distributions.

  • Use the formula P(min(x,y)>z) = P(x>z)P(y>z)

  • Integrate over the range of z to get the distribution ...read more

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