A First Course in Probability (10th Edition)
A First Course in Probability (10th Edition)
10th Edition
ISBN: 9780134753119
Author: Sheldon Ross
Publisher: PEARSON
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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)!
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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)!
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