39. Let Xi9 i = 1, 2 , b e the interarrivai times of the renewal process...
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39. Let Xi9 i = 1, 2 , b e the interarrivai times of the renewal process
[N(t)}9 and let Y, independent of the Xi9 be exponential with rate A.
(a) Use the lack of memory property of the exponential to argue that P[XX + .ยทยท + Xn < Y] = (P{X < Y})n
(b) Use
(a) to show that where X has the interarrivai distribution.
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