7.1.1 Verify the following equivalences for the age and the excess life in a renewal process N(t): (Assume t> x.) Pr{8x, y} = Pr{N(t-x) = N(t+y)} = Pr{Wkt+y} k=0 = [1 - F(t+y)] t-x ΣΤ +Σ [1 − F(t+y−z)]dFk(z). k=10 Carry out the evaluation when the interoccurrence times are exponentially dis- tributed with parameter λ, so that dFk is the gamma density xkzk-1 e dFk (z) = -zdz for z> 0. (k-1)!

Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter7: Analytic Trigonometry
Section7.6: The Inverse Trigonometric Functions
Problem 91E
icon
Related questions
Question

Please do the following questions with handwritten working out. 

7.1.1 Verify the following equivalences for the age and the excess life in a renewal
process N(t): (Assume t> x.)
Pr{8x, y} = Pr{N(t-x) = N(t+y)}
= Pr{Wk<t-x, Wk+1 >t+y}
k=0
= [1 - F(t+y)]
t-x
ΣΤ
+Σ [1 − F(t+y−z)]dFk(z).
k=10
Carry out the evaluation when the interoccurrence times are exponentially dis-
tributed with parameter λ, so that dFk is the gamma density
xkzk-1
e
dFk (z) =
-zdz for z> 0.
(k-1)!
Transcribed Image Text:7.1.1 Verify the following equivalences for the age and the excess life in a renewal process N(t): (Assume t> x.) Pr{8x, y} = Pr{N(t-x) = N(t+y)} = Pr{Wk<t-x, Wk+1 >t+y} k=0 = [1 - F(t+y)] t-x ΣΤ +Σ [1 − F(t+y−z)]dFk(z). k=10 Carry out the evaluation when the interoccurrence times are exponentially dis- tributed with parameter λ, so that dFk is the gamma density xkzk-1 e dFk (z) = -zdz for z> 0. (k-1)!
Expert Solution
steps

Step by step

Solved in 2 steps

Blurred answer
Recommended textbooks for you
Algebra & Trigonometry with Analytic Geometry
Algebra & Trigonometry with Analytic Geometry
Algebra
ISBN:
9781133382119
Author:
Swokowski
Publisher:
Cengage
Calculus For The Life Sciences
Calculus For The Life Sciences
Calculus
ISBN:
9780321964038
Author:
GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Publisher:
Pearson Addison Wesley,