Let M(t) = E[D(t)] in Example 5.21. (a) Show that M(t + h) = M(t) + et

Question:

Let M(t) = E[D(t)] in Example 5.21.

(a) Show that M(t + h) = M(t) + e−αt

λhμ + o(h)

(b) Use

(a) to show that M

(t) = λμe−αt

(c) Show that M(t) = λμ

α

(1 − e−αt

)

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