From the memoryless property of Exponential Distribution function:

Suppose E(1,λ) and E(1,μ) are independent, then;

P [min{ E(1,λ) , E(1,μ) } > t] = P [E(1,λ) > t] . P [E(1,μ) } > t]

= exp (-λt) . exp (-μt)

= exp {-(λ + μ)t}

which shows that minimum of E(1,λ) and E(1,μ) is exponentially distributed.

So,

E(1, λ1+ λ2+ λ3+……. λn) = min { E(1,λ1), E(1,λ2), E(1,λ3), ……….., E(1,λn) }

Here, if we put λ = 1, then;

E(1, 1+ 2+ 3+……. n) = min { E(1,1), E(1,2), E(1,3), ……….., E(1,n) }

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Prof. Math. Ohio State and Associate Dean
Outstanding Alumnus Purdue Math 2008

Jeff McNeal