Minimum of two iid exponential distributions

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ait.abd
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Let [itex]X_1, X_2 \sim Exp(\mu)[/itex] and [itex]Y = min(X_1, X_2)[/itex] then find [itex]E[Y].[/itex]
My attempt is as follows:
$$E[Y] = E[Y/X_1<X_2]P(X_1<X_2) + E[Y/X_1>X_2]P(X_1>X_2) \\
= \frac{1}{2} (E[X_1/X_1<X_2] + E[X_2/X_1>X_2] ) \\
= \frac{1}{2} (1/\mu + 1/\mu) \\
= 1/\mu$$
But, we know that minimum of two exponentially distributed RVs is another exponentially distributed RV with mean [itex]1/(2\mu)[/itex]. I don't understand why the above method doesn't work ?
I used the following property of exponential distribution.
[itex]P(X_1<X_2) = \frac{\mu_1}{\mu_1 + \mu_2}[/itex]
 
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On the first glance [itex]E(X_1|X_1<X_2)≠E(X_1)=1/\mu[/itex]

The instances of [itex]X_1[/itex] where it is smaller than [itex]X_2[/itex] should average lower than an unconditional [itex]X_1[/itex].
 
ait.abd said:
$$
= \frac{1}{2} (E[X_1/X_1<X_2] + E[X_2/X_1>X_2] ) \\
= \frac{1}{2} (1/\mu + 1/\mu) \\
$$

Your method assumes [itex]E[X_1|X_1< X_2] = E[X_1] = E[X_1| X_1 > X_2][/itex]
I don't think that's true. Could you prove it by writing out the integrals involved? The probability densities would be distributions of the "order statistics" of the exponential distribution.
 
Stephen Tashi said:
Your method assumes [itex]E[X_1|X_1< X_2] = E[X_1] = E[X_1| X_1 > X_2][/itex]
I don't think that's true. Could you prove it by writing out the integrals involved? The probability densities would be distributions of the "order statistics" of the exponential distribution.

Got it! Thanks!