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Let X1, X2, . . . be the interocurrence times in a renewal process. Suppose that all X k follow a geometric distribution (number of
Let X1, X2, . . . be the interocurrence times in a renewal process. Suppose that all X k follow a geometric distribution (number of trials needed until one success) With parameter %. Verify that, for n = 1,2,..., Mw=g Hint 1: F(a:) = P(X S as) = 1 P(X > 113). Hint 2: You can see the sum X1 | - . - | Xk as the number of trials until k successes. n Hint 3: 27C\") = n2\"_1. 7' T=0
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