Let the interarrival times i have a geometric distribution; namely, P( i = m) = p(1
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Let the interarrival times τi have a geometric distribution; namely, P(τi = m) = p(1− p)m−1 for m = 1,2, ... and a parameter p ∈ (0,1).
(a) Show that Tn has a negative binomial distribution. With which parameters?
(b) Show that
for n ≤ [t], where [t] stands for the integer part of t.
(c) Is the process Nt that with independent increments?
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a The geometric distribution in the problem may be viewed as that of the number o...View the full answer
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