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Counterexample

Is this true?

The maximum of independent exponentials is exponential

No — it is false.

The counterexample

max⁡(X1,X2)\max(X_{1}, X_{2}) with XiX_{i} ~ Exp(1)

Why it fails

The minimum is exponential (rate λ1+λ2)\lambda_{1}+\lambda_{2}); the maximum has CDF (1 − e−x)2e^{-x})^{2}, which is not exponential.

Go deeper· Explained in full in The standard distributions· Asked in CSIR NET December 2025· From Probability › Standard discrete and continuous distributions

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