Algebra & Trigonometry with Analytic Geometry
Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN: 9781133382119
Author: Swokowski
Publisher: Cengage
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Question
A flow of claims arriving at an insurance company is represented by a homogeneous Poisson process Nt in continuous time. (For
now, we just count the number of claims arrived by time t.) Suppose that the mean inter-arrival time is equal to 1/A, where A is a
positive parameter. Let the unit of time be an hour.
Question 25
Compute Var{S(t)}
2λ
11λt
2xt
9xt + 2(xt)²
Question 26
Which of the following is the m.g.f of S(t)
exp(\(e²² + ½e5² – 1))
exp(\t ( ¾e²² + ½e5z – 1))
-
²e²²+5²
22z
37e52
5z
exp(At (²⁄3e²² + 1⁄3e5²))
2z
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Transcribed Image Text:A flow of claims arriving at an insurance company is represented by a homogeneous Poisson process Nt in continuous time. (For now, we just count the number of claims arrived by time t.) Suppose that the mean inter-arrival time is equal to 1/A, where A is a positive parameter. Let the unit of time be an hour. Question 25 Compute Var{S(t)} 2λ 11λt 2xt 9xt + 2(xt)² Question 26 Which of the following is the m.g.f of S(t) exp(\(e²² + ½e5² – 1)) exp(\t ( ¾e²² + ½e5z – 1)) - ²e²²+5² 22z 37e52 5z exp(At (²⁄3e²² + 1⁄3e5²)) 2z
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