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Let X1 and X2 be independent random variables with distribution functions F1 and F2,
respectively. Let Fmin be the distribution function of the random variable min(X1,X2). Show
that Fmin=1(1F1)(1F2).

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Let X1 and X2 be independent random variables with distribution funct.pdf

  • 1. Let X1 and X2 be independent random variables with distribution functions F1 and F2, respectively. Let Fmin be the distribution function of the random variable min(X1,X2). Show that Fmin=1(1F1)(1F2).