Skip to content
Merged
Changes from all commits
Commits
File filter

Filter by extension

Filter by extension

Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
14 changes: 13 additions & 1 deletion src/chapters/5/sections/exponential/problems/37.tex
Original file line number Diff line number Diff line change
Expand Up @@ -8,4 +8,16 @@

d. M must be equal to the sum of \(D_{1} + D_{2} + D_{3} +...+D_{n}\), where \(D_{i}\) is the amount of time between the \(i-1\)th and \(i\)th decay event. We observe that \(D_{i}\) must then be the minimum of \(n-i+1\) \(Expo(\lambda)\) variables - for example, \(D_{1}\) is the first particle to decay out of n particles, \(D_{2}\) is the first particle to decay out of the remaining n-1 particles, etc. Since \(Expo\) is memoryless, \(D_{i+1}\) is independent of \(D_{i}\) as the amount of time it takes for the next particle to decay is not affected by the amount of time it took the previous particle to decay. Therefore, \(D_{i} \sim Expo((n-i+1)\lambda)\).\\

Then \(E(M) = E(D_{1}) + E(D_{2}) +... +E(D_{n}) = \frac{1}{\lambda}(\sum_{i=1}^{n}(1/n)) = \frac{1}{\lambda}(ln(n) + 0.577) \)
Then \(E(M) = E(D_{1}) + E(D_{2}) +... +E(D_{n}) = \frac{1}{\lambda} \sum_{i=1}^{n} \frac{1}{i} \) \\

Now we calculate the variance of M, recalling that the variance of the sum of independent r.v.s is equal to the sum of variances

\(\mathrm{Var}(M) = \mathrm{Var}(D_1 + D_2 + \dots + D_n)\)

\(\mathrm{Var}(M) = \mathrm{Var}(D_1) + \mathrm{Var}(D_2) + \dots + \mathrm{Var}(D_n)\)

Since \(\mathrm{Var}(D_i) = 1 / [ (n-i+1)^2 \lambda^2 ]\),

\[
\mathrm{Var}(M) = \sum_{i=1}^n \frac{1}{(n-i+1)^2 \lambda^2} = \frac{1}{\lambda^2} \sum_{i=1}^n \frac{1}{i^2}
\]