keundrecrowe2806 keundrecrowe2806

21-02-2024
Mathematics

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A Characterizing Property of Exponential Random Variables. Let T1,T2,......,Tn be i.i.d. from a non-degenerated distribution. Show

nT(1) = Ti ---> Ti are i.i.d. exponential E(λ), for some λ>0.
Here = means equality in distributions.

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