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Q56Section C (Section C)56 of 60

Tail of the minimum of exponentials beyond mean plus sd

Let X1,X2,X3X_1,X_2,X_3 be independent random variables with the common probability density function

f(x)={2e−2x,x>0, 0,otherwise.f(x)=\begin{cases}2e^{-2x}, & x>0,\ 0, & \text{otherwise.}\end{cases}

Let Y=min⁡{X1,X2,X3}Y=\min\{X_1,X_2,X_3\}, E(Y)=μyE(Y)=\mu_y and Var(Y)=σy2\mathrm{Var}(Y)=\sigma_y^2. Then P(Y>μy+σy)P(Y>\mu_y+\sigma_y) equals __________________

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