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Thread: Exponential Distribution with uniform random variables

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    Exponential Distribution with uniform random variables




    I choose Θ according to the exponential distribution with mean 1. I then choose 10
    i.i.d. random variables X1, . . . , X10, where each Xi has uniform distribution on [0, Θ].
    What is P[max(X1, . . . , X10) < 1]?

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    Re: Exponential Distribution with uniform random variables

    Can I use exponential distribution in this problem for Xi and then multiple them and apply inegral?

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    Re: Exponential Distribution with uniform random variables


    For this question, you probably need the fact that X_i are conditional independent given \Theta

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    aytajalli (02-12-2015)

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