I've got a problem on how to find the pdf and cdf for X1/(X1+X2+...Xn) , where xi is iid exponential(1, 1/s)?
I read something about that using the fact that x2+...Xn is gamma(n-1,s), but I don't know what to do next. I think it may be associated with transformation, but I don't know how to do it?
Anyone can provide some suggestion? Really appreciated.