Question: 7.1.2 From equation (7.5), and for k 1, verify that and carry out the evaluation when the interoccurrence times are exponentially distributed with parameter ,

7.1.2 From equation (7.5), and for k 1, verify that

Pr{N(t) k) Pr{Wk 1 < Wk+1} t 1-F(t-x)]dFx(x), 0

and carry out the evaluation when the interoccurrence times are exponentially distributed with parameter , so that dFk is the gamma density

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Pr{N(t) k) Pr{Wk 1 < Wk+1} t 1-F(t-x)]dFx(x), 0

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