1.5.1 Let X1;X2; : : : be independent and identically distributed random variables having the cumulative distribution...

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1.5.1 Let X1;X2; : : : be independent and identically distributed random variables having the cumulative distribution function F.x/ D PrfX  xg. For a fixed number

 , let N be the first index k for which Xk >  . That is, N D 1 if X1 >  IN D 2 if X1   and X2 >  ; etc. Determine the probability mass function for N.

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An Introduction To Stochastic Modeling

ISBN: 9780233814162

4th Edition

Authors: Mark A. Pinsky, Samuel Karlin

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