Today I Learned

Some of the things I've learned every day since Oct 10, 2016

60: Closure of MIN on Exponential Random Variables

The minimum of random variables E_1, E_2, ... , E_n with corresponding parameters \lambda _1, \lambda _2, ... , \lambda _n is itself a random variable with parameter \lambda = \sum _{i = 1} ^n \lambda _i.

It is not, however, the case that the maximum is also exponentially distributed.

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