The question and answer below is related to the renewal process. I'm curious how the "I" changed to "H(T)" as indicated by the yellow boxes. Thanks for spending the time to look over my newbie question!
Question
Answer
The question and answer below is related to the renewal process. I'm curious how the "I" changed to "H(T)" as indicated by the yellow boxes. Thanks for spending the time to look over my newbie question!
Question
Answer
By definition, the distribution $H(t)$ of the random variable $X$ is simply $\mathbb{P}(X < t)$. So, the indicator random variable $I$ is $1$ with probability $p = \mathbb{P}(X