Exponential bulb outliving ten bulbs used in sequence
Question
Ten independent bulbs have lifetimes , each exponential with rate . An eleventh bulb, independent of them, has lifetime that is exponential with rate . The probability equals with rational and the largest possible integer. Find the product .
Short answer
. By memorylessness, each time a short-lived bulb fails the eleventh bulb starts afresh, so the event is ten independent wins of over a single . Each has probability , giving , so , and .
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- Continuous Random Variables and Probability Density Functions
- Conditional Probability, Total Probability, and Bayes' Rule
- Worked Examples — Probability Trees, Monty Hall, and Bayesian Updating
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