Let {Xi} be i.i.d.∼ Exp(θ) and ai > 0. Denote by Z = min{a1X1, . . . , anXn}. Suppose that sum 1/ai = θ. Prove that Pn i=1 Xi and Z are independent

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Let {Xi} be i.i.d.∼ Exp(θ) and ai > 0. Denote by Z = min{a1X1, . . . , anXn}. Suppose that sum 1/ai = θ. Prove that Pn i=1 Xi and Z are independent. 

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