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From the memoryless property of''' Exponential Distribution''' function:
From the memoryless property of Exponential Distribution function:
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Suppose E1,λ and E1,μ are independent, then;
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Suppose '''E(1) and E(1)''' are independent, then;
  
P [min{ E1,λ , E1,μ } > t] = P [E1,λ > t] . P [E1,μ } > t]
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P [min{ E(1) , E(1) } > t] = P [E(1) > t] . P [E(1) } > t]
          = eˉλt . eˉμt
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          = eˉ(λ + μ)t
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which shows that minimum of E1,λ and E1,μ is exponentially distributed.
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        = exp (-λt) . exp (-μt)
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        = exp {-(λ + μ)t}
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which shows that minimum of E(1) and E(1) is exponentially distributed.
  
 
So,
 
So,
  
E1, λ1+ λ2+ λ3+……. λn = min { E1,λ1, E1,λ2, E1,λ3, ……….., E1,λn }
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'''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;
 
Here, if we put λ = 1, then;
  
E1, 1+ 2+ 3+……. n = min { E1,1, E1,2, E1,3, ……….., E1,n }
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'''E(1, 1+ 2+ 3+……. n) = min { E(1,1), E(1,2), E(1,3), ……….., E(1,n) }''''''
 
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</nowiki>
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Revision as of 17:50, 6 October 2008

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) }'

Alumni Liaison

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

Jeff McNeal