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Abel Gutiérrez's user avatar
Abel Gutiérrez's user avatar
Abel Gutiérrez's user avatar
Abel Gutiérrez
  • Member for 3 years
  • Last seen more than 2 years ago
  • Spain
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How to prove that t = min{t1, t2} follows an exponential distribution if t1, t2 follow another different exponential distributions
@whuber althought I solved the problem with other method, I don't undertand yours. (Statitstics and probability has always been hard to me)
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How to prove that t = min{t1, t2} follows an exponential distribution if t1, t2 follow another different exponential distributions
@BruceET the link is broken. Nevertheless, I found this. But I'm still doing something wrong. If $T = min\{t_1,t_2\}$ and $t$ is the measured time, therefore: $P(T>t)=P(T_1>t,T_2>t)=(1-F_1(t))(1-F_2(t))=e^{-(\lambda_1-\lambda_2)t}$. It should be $1-e^{-(\lambda_1+\lambda_2)t}$
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