UE Stochastic Processes - Beispiel 27

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Man zeige fur exponentialverteilte  T \sim \mbox{Exponential}(\lambda), S \sim \mbox{Exponential}(\gamma) \,

 P(\min(T;S) = S) = \frac{\gamma}{\lambda + \gamma} \,
 P(\min(T;S) = S | \min(T,S) = u) = \frac{\gamma}{\lambda + \gamma} \,