7 1 Suppose that a (0, A) Cox process has a 3 1 and A 2 Show that 2 , and c (2 V) 1 c , whence Pr N((0, t ) 0) e 2 ' cosh(V2 t) 2 sinh( t) ...

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7.1. Suppose that a (0, A) Cox process has a = /3 = 1 and A =

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7.1. Suppose that a (0, A) Cox process has a = /3 = 1 and A = 2. Show that μ. = 2 ± \, and c_ =

;(2

+ V) = 1 - c+, whence Pr{N((0, t]) = 0) =

e- 2 '[cosh(V2-t) + 2 sinh(\t)].

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An Introduction To Stochastic Modeling

ISBN: 9780126848878

3rd Edition

Authors: Samuel Karlin, Howard M. Taylor

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Question Posted: Oct 31, 2024 05:00 AM

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7.1. Suppose that a (0, A) Cox process has a = /3 = 1 and A = 2. Show that . = 2 \, and c_ = ;(2 + V) = 1 - c+, whence Pr{N((0, t]) = 0) = e- 2 '[cosh(V2-t) + 2 sinh(\t)].
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7.1. Suppose that a (0, A) Cox process has a = /3 = 1 and A =

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An Introduction To Stochastic Modeling

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