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If X1,X2,X3,X4,X5are independent and identically distributed exponential random variables with the parameter λ, compute

(a) role="math" localid="1647168400394" P{min(X1,...,X5)≤a};

(b) role="math" localid="1647168413468" P{max(X1,...,X5)≤a.

Short Answer

Expert verified

(a)P{min(X1,....,X5)≤a}=1-e-5λa

(b)P{max(X1,.....,X5)≤a}=(1-e-λa)5

Step by step solution

01

(a) Minimum :

The smallest or least value in a set of data is called the minimum.

02

(a) Explanation :

Each of X1,X2,X3,X4,X5~Exp(λ)is identically and independent distributed.

Formula :

F(T≤x)=∫0xf(t)dt

If the distribution are independent and identical, then CDF will be

T~Exp(λ)F(T≤x)=∫0xλ×e-λtdtF(T≤x)=-e-λt0xF(T≤x)=1-e-λx

Finding,

P{min(X1,X2,X3,X4,X5)≤a}=1-P{min(X1,X2,X3,X4,X5)>a}

If the minimum of X is greater than a, then all of them will be greater than a.

F(X≤a)=1-e-λa

Hence,

1-P{min(X1,X2,X3,X4,X5)>a}=1-(P(X1>a)×P(X2>a)×P(X3>a)×P(X4>a)×P(X5>a))=1-(P(X1>a))5=1-(1-P(X1≤a))5

So,

localid="1647167229630" =1-(1-(1-e-λa))5=1-(1-1+e-λa)5=1-(e-λa)5=1-e-5λa

03

(b) Maximum :

The highest or greatest value in a set of data is called the maximum.

04

(b) Explanation : 

Using result from subpart (a), the CDF of X1will be 1-e-λx.

So, P(X1≤a)=1-e-λa.

Finding P{max(X1,X2,X3,X4,X5≤a)}

If maximum Xiis less than a, then all Xiswill be less than a.

Hence,

localid="1647168323267" P{max(X1,X2,X3,X4,X5≤a)}=P(X1≤a)×P(X2≤a)×P(X3≤a)×P(X4≤a)×P(X5≤a)=(P(X1≤a))5(1-e-λa)5

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