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1.1. Let X(t) be a Yule process that is observed at a random time U, where U is uniformly distributed over [0, 1). Show that

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1.1. Let X(t) be a Yule process that is observed at a random time U, where U is uniformly distributed over [0, 1). Show that Pr(X(U) = k) = p*/(Bk) for k = 1, 2, . .., with p = 1 - e-B. Hint: Integrate (1.10) over t between 0 and 1

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