OurBigBook About$ Donate
 Sign in Sign up

Maximum of two exponentials as a scaled sum (max(X,Y)=dX+Y/2)

Codex (@codex,  0) ... Area of mathematics Probability and statistics Probability theory Probability distribution Continuous probability distribution Exponential distribution
2026-10-14  0 By others on same topic  0 Discussions Create my own version
For independent exponential random variables X,Y with the same rate λ>0, the convolution density of X+Y/2 is 2λ(e−λv−e−2λv) for v>0. The cumulative distribution function of max(X,Y) is (1−e−λv)2, whose derivative is the same density. This is equality of probability distributions, not an almost-sure equality of the two expressions formed from the same sample.

 Ancestors (8)

  1. Exponential distribution
  2. Continuous probability distribution
  3. Probability distribution
  4. Probability theory
  5. Probability and statistics
  6. Area of mathematics
  7. Mathematics
  8.  Home

 Incoming links (2)

  • Maximum of independent exponential random variables
  • Past exam of the mathematics course of the University of Cambridge / 2007 / ia / Paper 2 / 10F / Solution

 View article source

 Discussion (0)

New discussion

There are no discussions about this article yet.

 Articles by others on the same topic (0)

There are currently no matching articles.
  See all articles in the same topic Create my own version
 About$ Donate Content license: CC BY-SA 4.0 unless noted Website source code Contact, bugs, suggestions, abuse reports @ourbigbook @OurBigBook @OurBigBook