Let X1, X2, X3 be independent with Xi Expo(i) (so with possibly dierent rates). Recall
Chapter 9, Problem 44(choose chapter or problem)
Let X1, X2, X3 be independent with Xi Expo(i) (so with possibly dierent rates). Recall from Chapter 7 that P(X1 < (a) Find E(X1 + X2 + X3|X1 > 1, X2 > 2, X3 > 3) in terms of 1, 2, 3. (b) Find P (X1 = min(X1, X2, X3)), the probability that the first of the three Exponentials is the smallest. Hint: Restate this in terms of X1 and min(X2, X3). (c) For the case 1 = 2 = 3 = 1, find the PDF of max(X1, X2, X3). Is this one of the important distributions we have studied
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