201 reputation
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location Washington, D.C.
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visits member for 2 years, 3 months
seen 2 days ago

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 suggested 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
Oct
28
awarded  Tumbleweed
Oct
25
asked Optimal Stopping Example