[機統] poisson process

看板Math作者 (nourri)時間11年前 (2013/05/30 10:13), 編輯推噓0(001)
留言1則, 1人參與, 最新討論串3/4 (看更多)
Starting at some fixed time, satellites are launched at times of a Poisson process with rate lambda. After an independent amount of time having distribution functino F and mean mu, the satellite stops working. Let X(t) be the number of satellites working at time t. Find a)the distribution of X(t). b) as t goes to infinity, show the limiting distribution is poisson(lambda*mu) http://tinyurl.com/oznez4r http://tinyurl.com/qb6kghw 上面是talkstats跟mathhelpforum的答案 可是要怎麼證明P(Xi+Ti>t)=(1/t)*E(min(Ti,t)) where Ti is the lifespan of i-th satellite (which launched at time Xi) 第一個連結有P(Xi+Ti>t)的答案 但是我看不出來把1/t提出來後剩下那一部分是E(min(Ti,t)) 所以想請教一下板友 謝謝 -- ※ 發信站: 批踢踢實業坊(ptt.cc) ◆ From: 172.251.76.200

05/30 12:17, , 1F
我做change of variable最後得到E(Ti)as t->infinity
05/30 12:17, 1F
文章代碼(AID): #1HfhMjxI (Math)
文章代碼(AID): #1HfhMjxI (Math)