Independent minimum and gap of two exponential variables
ID: independent-minimum-and-gap-of-two-exponential-variables
For two independent rate- exponential distributions, set and . Summing the two ordering branches gives joint probability density for with . It factors into independent exponential probability density functions. Thus is distributed as , with expected value and variance . This spacing result is the order-statistic manifestation of the memorylessness of the exponential distribution.
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