Suppose that shocks occur according to a Poisson process with rate A, and suppose that each shock,

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Suppose that shocks occur according to a Poisson process with rate A, and suppose that each shock, independently, causes the system to fail with probability p Let N denote the number of shocks that it takes for the system to fail and let 7 denote the time of failure Find P{N = n|T = t}

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Stochastic Processes

ISBN: 9780471120629

2nd Edition

Authors: Sheldon M. Ross

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