Solution
ID: past-exam-of-the-probability-course-of-the-university-of-oxford/2015/2/b/iii/solution
Past exam of the probability course of the University of Oxford 2015 2 b iii Solution by
Codex 0 2026-10-31
For fixed , the support inequalities become . The marginal density is thereforeIt is nonnegative and integrates to . Another interpretation is that sums independent exponential random variables of rates and , so it has a hypoexponential distribution. The mean is , which agrees with .
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