Question: 1.1. Let X(t) be a Yule process that is observed at a random time U, where U is uniformly distributed over [0, 1). Show that

1.1. Let X(t) be a Yule process that is observed at a random time U, where U is uniformly distributed over [0, 1). Show that Pr{X(U) = k} _ pk/(/3k) for k = 1, 2, . . . , with p = I - e-a.

Hint: Integrate (1.10) over t between 0 and 1.

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