Problem 10: 10 points Consider a birth-and-death process with infinitesimal parameters, λ,-5 for k20 and A4k-15...
Consider a birth-and-death process with infinitesimal parameters Ae-5 for k> 0 and μk-15 for k 1. 1. Derive the limiting distribution of X(t), as t-oo 2. Find the limiting expectation of X(t), as t → oo. 3. Find the limiting variance of X (t)
Problem 10: 10 points Assume that a sample {X;:15; <4} of size 4 is drawn from the uniform distribution Unif(-1,1). Consider the maximal order statistic, X(4). 1. Derive density function of X(4) 2. Evaluate expectation of X(4) 3. Determine variance of X(4)
3. Consider a birth and death process with birth rates Ai-(i 1)A, i 2 0, and death rates (a) Determine the expected time to go from state 0 to state 4. (b) Determine the expected time to go from state 2 to state 5.
3. Consider a birth and death process with birth rates Ai-(i 1)A, i 2 0, and death rates (a) Determine the expected time to go from state 0 to state 4. (b) Determine the expected time...
175-3. Consider the birth-and-death process with the following mean rates. The birth rates are Ao-2, A1 3,A.: 2. A 3 1, and A,s() for " > 3. The death rates are μ.-3,Pc-4. μ.-1,and = 2 for n > 4. (a) Construct the rate diagram for this birth-and-death process. (h) Develop the balance equations. (c) Solve these equations to find the steady-state probability dis- (di Use the general formulas for the birth-and-death process to cal- Also calculate L. L W.and
Problem 10: 10 points Assume that a random variable (L) follows the exponential distribution with intensity λ-1. Given L-u, a random variable Y has the Poisson distribution with parameter - u. 1. Derive the marginal distribution of Y and evaluate probabilities, PY=n] , for n = 0,1,2, 2. Find the expectation of Y, that is E Y 3. Find the variance of Y, that is Var Y
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Problem 2: 10 points Continue with the Poisson distribution for X from Problem 1. Find the conditional expectation of X given that X takes an even value. oution for X from Problem 1. Find Assume that a random variable X follows the Poisson distribution with intensity λ, that is for k 0,1,2, . Using the identity (valid for all real t) k! k=0 derive the probability that X takes an even value, that is PX is...
Problem 7: 10 points Assume that the inter-arrival times, S the renewal process, j21, are independent and exponentially distributed. Consider N = {N(t): t 0), defined as before: 1. Derive the conditional density of W2, given Ws<t< Wo 2. Derive the conditional expectation of (Ws - W2), given Ws<t< Wo 3. Derive the marginal expectation of (W1-W2), assuming that the rate is
Problem 5: 10 points Assume that a discrete random variable, N, is Poisson distributed with the rate, λ = 3. Given N = n, the random variable, X, conditionally has the binomial distribution, Bin [N +1, 0.4] 1. Evaluate the marginal expectation of X. 2. Evaluate the marginal variance of X
Problem 4 [10 points Assume that variables, (X1, X2, with the same Consider Y-Σ, xi. АЗ, }, conditionally, given Q, are independent Bernoulli distributed parameter, Q. The marginal distribution of Q is uniform over the unit interval (o, Hint Use the identity (valid for integer a 20 and b 2 0): a! b! 1. Find marginal distribution of Y, for k 0,1,2,3. 2. Derive the conditional density for Q, given that Y -2 3. Derive conditional expectation and conditional variance...
Problem 5: 10 points Consider a service station with N- 8 servers. Customer arrivals form a Poisson process with the rate ? = 7 per hour. However, if there is a vacant seat (that is if the number of customers ongoing their services is n S 7, then the new customer begins the service. However, if n 8, the new customer leaves the system Individual service times are independent exponentially distributed with the mean t o20 minutes. 1. Describe the...