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 Oct 17 awarded Popular Question Jul 26 awarded Popular Question Jul 2 awarded Curious Jul 20 awarded Yearling Nov 26 comment Simple Renewal Process Question Only a bit. As I gathered, the distribution of the total lifetime of the component $C_t$ can be thought of as the sum of the distributions of the current age $A_t$ and the residual life $B_t$, but I don't know much of anything else regarding this matter. I should add that I'm going to bed now (I've got class in 4 hours) so if you have a formal answer to my question, I'd appreciate it if you posted it and I can ask questions about it tomorrow if I have any. Thanks for your time! Nov 26 comment Simple Renewal Process Question Yes, I have seen that in class but only briefly. How can I apply that to this problem? Nov 26 comment Simple Renewal Process Question Ah, you do make a good point. In that case, I'm thinking that the distribution of $A+B$ would be uniform with $E(A+B)=150$. Am I right in thinking that? Nov 26 asked Simple Renewal Process Question Nov 12 revised How can I make this equation flat out after 1? Formatting fix Nov 12 suggested approved edit on How can I make this equation flat out after 1? Nov 12 accepted Optional Sampling Theorem Application on a Martingale Nov 12 comment Optional Sampling Theorem Application on a Martingale Thanks for your response. I actually made a typo in my original post. $M_n = [(1-p)/p]^{S_n}$, not $[(1-p)p]^{S_n}$. This, however, shouldn't change your answer (aside from changing your $p(1-p)$ terms to $(1-p)/p$). Either way, this makes perfect sense. Thank you! Nov 12 revised Optional Sampling Theorem Application on a Martingale added 1 characters in body Nov 12 asked Optional Sampling Theorem Application on a Martingale Nov 5 comment Conditional Expectation Die Roll Thanks. Is there any way to arrive at $y/2$ given the work I have in my original post? Nov 5 comment Conditional Expectation Die Roll Doh, why didn't I think of that? Thanks! Nov 5 accepted Conditional Expectation Die Roll Nov 4 revised Conditional Expectation Die Roll added 106 characters in body Nov 4 comment Conditional Expectation Die Roll Sorry for not being clear enough. What @MichaelHardy said is correct. I need to find the expected value of the first roll given the sum of the two dice. Nov 4 asked Conditional Expectation Die Roll