Question: 6.2.2 A pure death process starting from X.0/ D 3 has death parameters 0 D 0; 1 D 3;2 D 2, and 3 D 5.

6.2.2 A pure death process starting from X.0/ D 3 has death parameters 0 D 0;

1 D 3;2 D 2, and 3 D 5. Let W3 be the random time that it takes the process to reach state 0.

(a) Write W3 as a sum of sojourn times and thereby deduce that the mean time is E[W3] D 31 30 .

(b) Determine the mean of W1 CW2 CW3.

(c) What is the variance of W3?

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