Question: 6.1.1 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

6.1.1 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 PrfX.U/ D kg D pk=.k/ for k D 1;2; : : : , with p D 1????e????.

Hint: Integrate (6.10) over t between 0 and 1.

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