Given the existence of the first three moments of the cycle duration Y of an ordinary renewal process, verify the formulas: 12 + o? E(S) = %3D 43 E(S?) = Зд where o2 = V (Y) |3D and 13 = E(Y)

Linear Algebra: A Modern Introduction
4th Edition
ISBN:9781285463247
Author:David Poole
Publisher:David Poole
Chapter6: Vector Spaces
Section6.7: Applications
Problem 18EQ
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Given the existence of the first three moments of the cycle duration Y of an ordinary renewal
process, verify the formulas:
12 + o?
E(S) =
%3D
43
E(S?) =
Зд
where
o2 = V (Y)
|3D
and
13 = E(Y)
Transcribed Image Text:Given the existence of the first three moments of the cycle duration Y of an ordinary renewal process, verify the formulas: 12 + o? E(S) = %3D 43 E(S?) = Зд where o2 = V (Y) |3D and 13 = E(Y)
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