View Single Post
  #8  
Old 11-21-2007, 10:58 AM
bigpooch bigpooch is offline
Senior Member
 
Join Date: Sep 2003
Location: Hong Kong
Posts: 1,330
Default Re: Math puzzle: Breaking the camel\'s back.

Was this how you started?
<font color="white">
X[j] are positive continuous iiidrv with cdf F(.) and
S[n] = X[1]+...+X[n]

If T is the stopping time for capacity x,
E[T(x)] = 1 + F(t) + F[2](t) + F[3](t) +...
where F[n](t) is the cdf of S[n]

Using characteristic functions, with phi(z) = E[e^(izX)]

E[T(t)] = lim r-&gt;infinity{integral_-r to r: [1/(2*pi*i)](1-exp(-izt)/[z(1-phi(z))] dz}
</font>
Reply With Quote