Let X t X t be as in Problem 19.5 and set a) Use Problem 19.5 to

Let $X_t$ be as in Problem 19.5 and set 

a) Use Problem 19.5 to find the probability density of ${\hat{\tau }}_b$ if $\alpha ,b>0$.

b) Find and , respectively.

Data From Problem 19.5

Transcribed Image Text:

b := inf{t 0 : X = b}