184
McWilliams
er .r-‘ e-°1
f3(t) (r- 1)!
and cumulative distribution fnnction
F3(.)= ,>0
i=0 1
We therefore have
FgO ~ P{Tout £ t}
= J" fSj-ł-S2^x) F3(t-x) dx
f leX(x " hN(x))
= -P( i - P)N<X)
0 e^“h - 1
Ap
eA<X-hj)(l _ p)J
r-1
i=0
dx
r-1
i=0
Letaj =
Ae.
kh .
e - 1
and we have
{
-ŹUl.J rKj+l) ^
, _^-9ft-x/v |0(t-x)|‘ i=0 l!
dx
+ j eX(x- hN(t))(i p)N(t)
hN(t)