The lifetime of two light bulbs are modeled as independent and exponential random variables X and Y, with parameters lambda and mu, respectively. The time at which one of those two light bulb first burns out is Z = min (X, Y), what is the PDF of Z?

Respuesta :

Answer:

[tex]\bf h(x)=max(\lambda,\mu) e^{-max(\lambda,\mu) x}\;(x\geq0)[/tex]

Step-by-step explanation:

The PDF of X is

[tex]\bf f(x)=\lambda e^{-\lambda x}\;(x\geq0)[/tex]

The PDF of Y is

[tex]\bf g(x)=\mu e^{-\mu x}\;(x\geq0)[/tex]

The means of X and Y are respectively,

[tex]\bf \displaystyle\frac{1}{\lambda}\;,\displaystyle\frac{1}{\mu}[/tex]

so we can see that the larger the parameter, the smaller the mean. Hence the PDF of Z = min(X, Y) is an exponential with the largest parameter of the two.

Therefore, the PDF of Z is

[tex]\bf h(x)=max(\lambda,\mu) e^{-max(\lambda,\mu) x}\;(x\geq0)[/tex]

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