Question: 1.2. A pure birth process starting from X(0) = 0 has birth parameters do = 1, A, = 3, A2 = 2, A3 = 5.

1.2. A pure birth process starting from X(0) = 0 has birth parameters do = 1, A, = 3, A2 = 2, A3 = 5. Let W, be the random time that it takes the process to reach state 3. (a) Write W, as a sum of sojourn times and thereby deduce that the mean time is E[W,] = " (b) Determine the mean of W, + W. + W3. (c) What is the variance of W

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