Problem of the Week #82 - December 23rd, 2013

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Chris L T521

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Here's this week's problem.

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Problem: Let $X$ and $Y$ be independent exponential random variables with respective rates $\lambda$ and $\mu$. Argue that, conditional on $X>Y$, the random variables $\min(X,Y)$ and $X-Y$ are independent.

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Chris L T521

Well-known member
Staff member
No one answered this week's problem. I haven't completed the solution yet (almost done), but I'll update this post later today with a solution. Sorry about that!

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