Carry out a simulation experiment for Example 16.4 with R, generating 10,000
exponential interarrival times, and draw a histogram of the simulated distri-
bution, estimating its mean and variance. Then consider the conditional distribution of all interarrival times greater than 10 min, obtain the conditional
simulated distribution, the mean and variance, and compare these to the simulated distribution of the complete set. To satisfy yourself that the Markov memoryless property holds, obtain
estimates of
(a) P ( r < 0 . 3 | r > 0 . 1 ) a n d P ( r
(b) P(T >03T> 0.1) and P(T > 0.2)
(c) P(T < 0.4|Γ > 0.1) and P(T
from the simulated data.

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