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Exponential bulb outliving ten bulbs used in sequence

Question

Ten independent bulbs have lifetimes T1,…,T10T_1,\dots,T_{10}, each exponential with rate 110\tfrac1{10}. An eleventh bulb, independent of them, has lifetime XX that is exponential with rate 190\tfrac1{90}. The probability P(X>T1+T2+⋯+T10)\mathbb{P}(X>T_1+T_2+\cdots+T_{10}) equals qbq^b with q∈(0,1)q\in(0,1) rational and bb the largest possible integer. Find the product qbqb.

Short answer

99. By memorylessness, each time a short-lived bulb fails the eleventh bulb starts afresh, so the event is ten independent wins of XX over a single TiT_i. Each has probability 1/101/10+1/90=910\tfrac{1/10}{1/10+1/90}=\tfrac{9}{10}, giving (910)10(\tfrac{9}{10})^{10}, so q=910q=\tfrac{9}{10}, b=10b=10 and qb=9qb=9.

Adapted from QuantQuestions.io; question and answer rewritten by SelfMadeQuant.com.

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