PDF-TheoremIfX1andX2areindependentandidenticallydistributedexponential(1)r

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X2andY2g2X1X2X2whichisa11transformationfromXfx1x2jx10x20gtoYfy1y2jy10y20gwithinversesX1g11Y1Y2Y1Y2andX2g12Y1Y2Y2andJacobianJ Y2Y101 Y2Thereforebythetransforma

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