Paper 2, Section II, F
Let be independent random variables with distribution functions . Show that have distribution functions
Now let be independent random variables, each having the exponential distribution with parameter 1. Show that has the exponential distribution with parameter 2 , and that is independent of .
Hence or otherwise show that has the same distribution as , and deduce the mean and variance of .
[You may use without proof that has mean 1 and variance 1.]
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