Suppose that Rich is the third in line. Given that Rich has been waiting t minutes, find

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Suppose that Rich is the third in line. Given that Rich has been waiting t minutes, find the distribution of the waiting time for being the first in line. Find the conditional mean. (Advice: The reader who has solved Exercise 51 may just apply the result.
The reader who skipped Exercise 51, may consider this particular case proceeding from the formula (5.1.5) where the role of X1 should be played by S2, the role of X2 by X3, and the total S = S3. For the densities of S2 and S3, we may use Proposition 6.)


Exercise 51

Let X1 and X2 have the Γ-distributions with the common scale parameter a = 1 and essential parameters ν1 and ν2, respectively. Let S = X1+X2. Given S = s, the r.v. X1 takes on values from [0, s].

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