Question: 7.4.2 Let random variables X I , X2 be independent and have both EXP(X) distribution. (i) Find the cdf and the density of XI -
7.4.2 Let random variables X I , X2 be independent and have both EXP(X) distribution.
(i) Find the cdf and the density of XI - X2. (ii) Find the cdf and the density of X1/X2. (iii) Show that 21 = X I + X2 and 2 2 = X I / ( X l + X 2 ) are independent.
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