  A recent conjecture regarding the average of the minimum eigenvalue of the
reduced density matrix of a random complex state is proved. In fact, the full
distribution of the minimum eigenvalue is derived exactly for both the cases of
a random real and a random complex state. Our results are relevant to the
entanglement properties of eigenvectors of the orthogonal and unitary ensembles
of random matrix theory and quantum chaotic systems. They also provide a rare
exactly solvable case for the distribution of the minimum of a set of N {\em
strongly correlated} random variables for all values of N (and not just for
large N).
