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**Unformatted text preview: **P ( M > m + n | M > m ) = (1-p ) m + n +1 (1-p ) m +1 = (1-p ) n 6 = (1-p ) n +1 = P ( M > n ) . 3.2.19 (a) ( t ) = lim h 1 h P ( t < T < t + h ) P ( T > t ) = lim h R t + h t f ( x ) dx h 1 1-F ( t ) = f ( t ) 1-F ( t ) . To get the last result, we were using the following theorem in Calculus: Theorem If f(t) is continuous at t, then lim h R t + h t f ( x ) dx h = f ( t ) . (b) Using the nal result in (a) we can get ( t ) = e-t /e-t = (c) ( t ) = 2 te-t 2 e-t 2 = 2 t...

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