Use the law of total probability to show that Suppose T1, T2, T3... are i.i.d. exponentially distributed
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Suppose T1, T2, T3... are i.i.d. exponentially distributed random variables with λ = 1.0 and that
Let fn be the p.d.f. for Sn.
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falt) =| f(s) fi(t-s)ds.
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Related Book For
Modeling the Dynamics of Life Calculus and Probability for Life Scientists
ISBN: 978-0840064189
3rd edition
Authors: Frederick R. Adler
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