Question: 52. Let Xi, i = 1, 2,..., be the interarrival times of the renewal process {N(t)}, and let Y , independent of the Xi, be
52. Let Xi, i = 1, 2,..., be the interarrival times of the renewal process {N(t)}, and let Y , independent of the Xi, be exponential with rate λ.
(a) Use the lack of memory property of the exponential to argue that P{X1 +···+ Xn < Y} = (P{X n (b) Use part (a) to show that E[N(Y)] = E[e−λX] 1 − E[e−λX] where X has the interarrival distribution.
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