Question: 6.3. Let {N(t); t ? 01 be a Poisson process of intensity A, and let Y,, YZ, ... be independent and identically distributed nonnegative random

6.3. Let {N(t); t ? 01 be a Poisson process of intensity A, and let Y,, YZ, ... be independent and identically distributed nonnegative random variables with cumulative distribution function G(y) = Pr{Y <_ y determine pr> zjN(t) > 0}, where

Z(t) min(Y, Y2,YN} =

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