=+ (c) Let N. be the time of the first record after time n. Show that P[
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=+
(c) Let N. be the time of the first record after time n. Show that P[ N ,, = n +
k]=n(n +k-1)-1(n +k)-1.
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Related Book For
Probability And Measure Wiley Series In Probability And Mathematical Statistics
ISBN: 9788126517718
3rd Edition
Authors: Patrick Billingsley
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