Question: 2.2. A pure death process starting from X(0) = 3 has death parameters Ao = 0, , = 3,A2= 2,A3 = 5. Let W, be
2.2. A pure death process starting from X(0) = 3 has death parameters Ao = 0, μ, = 3,A2= 2,A3 = 5. Let W, be the random time that it takes the process to reach state 0.
(a) Write W, as a sum of sojourn times and thereby deduce that the mean time is E[W,] = o.
(b) Determine the mean of W, + W, + W,.
(c) What is the variance of W,?
Step by Step Solution
There are 3 Steps involved in it
Get step-by-step solutions from verified subject matter experts
