5. EXPECTED RESIDUAL LIFE Consider a renewal process whose interarrival time X is the gamma (Erlang) distribution with p

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5 Expected Residual Life Consider A Renewal Process Whose Interarrival Time X Is The Gamma Erlang Distribution With P 1 (21.39 KiB) Viewed 12 times

5. EXPECTED RESIDUAL LIFE Consider a renewal process whose interarrival time X is the gamma (Erlang) distribution with parmeters (n, A). Use the proposition E [X²] μ = E[X] 2μ where y(t) is the excess or residual life at t, Y(t) = SN(e)+1-t, to show that n+1 lim E [Y(t)]= 2X (Ross, Stochastic Processes (1983), Exercise 3.13) lim E[Y(t)]: 00+-7 =