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Stochastic Model: Please answer the following question: Q: A chain molecule cons

ID: 2967017 • Letter: S

Question

Stochastic Model: Please answer the following question:

Q: A chain molecule consists of 4 units and 3 bonds between consecutive units: Suppose that only end bonds can split but they split independently of each other and also independently of any past history. The time that elapses until a bond splits is an exponentially distributed random variable with parameter lambda. (The probabilty density: f(z) = lambda e^-lambdaz ,z > 0) Note: The time until the first split is the minimum of two exponential distributed random variable, each has parameter lambda. The same is the situation until the next split etc. (a) Find the probability density function of the time until total disintegration. (b) Find the expectation and the variance of that distribution.

Explanation / Answer

you need to use convolution between 3 distribution 2*lambda, 2*lambda, and lambda.

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