inclass1011

inclass1011 - be independent uniform (0 , 1) random...

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

View Full Document Right Arrow Icon
E3106. Prof. Kou, Fall 2005. Solutions to In-Class Homework Problems 10, 11. 10. Suppose that E [ N ( t )] = t/ 3 .Wha ti s P ( N (4) = 0) ? Solution: Since E [ N ( t )] = t/ 3 , N ( t ) must be a Poisson process with rate λ =1 / 3 .Thu s , P ( N (4) = 0) = e λ 4 ( λ 4) 0 0! = e λ 4 = e 4 / 3 . 11. Let X 1
Background image of page 1
This is the end of the preview. Sign up to access the rest of the document.

Unformatted text preview: be independent uniform (0 , 1) random variables, and de f ne Y by Y = min { n : X 1 + X 2 + · · · + X n > 1 } . What is E [ Y ]? Solution: E [ Y ] = E [ N (1) + 1] = ( e 1 − 1) + 1 = e. 1...
View Full Document

This document was uploaded on 10/18/2011.

Ask a homework question - tutors are online