15. p(t) = et cosh t = q(t). The time to the first change of state has...
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15. p(t) = e−λt cosh λt = q(t). The time to the first change of state has the exponential distribution with parameter λ. Use independence for the last part.
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Related Book For 
Probability An Introduction
ISBN: 9780198709978
2nd Edition
Authors: Geoffrey Grimmett, Dominic Welsh
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