{[ promptMessage ]}

Bookmark it

{[ promptMessage ]}

homework5 - (c Find the expected number of fish that he...

Info iconThis preview shows page 1. Sign up to view the full content.

View Full Document Right Arrow Icon
Stochastic Processes nctuee07f Homework 5 Due on Monday, 01/07/2008 , 1:00 pm at EC 713 1. Suppose the number of fish that a fisherman catches follows a Poisson process with rate λ = 0 . 5 per hour. The fisherman will keep fishing for two hours. If he has caught at least one fish, he quits. Otherwise, he continues until he catches at least one fish. (a) Find the probability that he stays for more than two hours. (b) Find the probability that he catches at least three fish.
Background image of page 1
This is the end of the preview. Sign up to access the rest of the document.

Unformatted text preview: (c) Find the expected number of fish that he catches. (d) Find the expected total fishing time, given that he has been fishing for four hours. 2. Problem 8.29 in textbook. 3. Follow the notations in the lecture note for this problem. Justify that the innovations process is white, and give an expression for the correlation matrix E [˜ z [ i +1 | i ]˜ z H [ j +1 | j ]] for all i and j . 4. Problem 9.10 in textbook....
View Full Document

{[ snackBarMessage ]}

Ask a homework question - tutors are online