Let X∼Exp(λ) and Y∼Exp(μ) be independent. Show that (a)

Last updated: 7/27/2022

Let X∼Exp(λ) and Y∼Exp(μ) be independent. Show that (a) min(X,Y)∼Exp(λ+μ) (b) P(X<Y)|min(X,Y)=λ/(λ+μ)