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08-03-2024
Mathematics

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Consider a pure death process starting from x(0)=3 with death parameters mu_(0)=0, mu_(1)=1.8, mu_(2)=3, and mu_(3)=3. Let W_(k) be the time of the kth death with k=1,2,3. Compute the following: (a) E[W_(2)]= (b) E[W_(1)+W_(2)+W_(3)]= (c) Var(W_(2))= (d) Var(W_(1)+W_(2)+W_(3))=

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