- #36

tnich

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Right. That's what you are going to get when you integrate ##\frac{ \lambda^k {(T-w)}^{k-1} e^{-\lambda (T-w)} }{(k-1)!}##. So what are your limits of integration? (What limits do you have to evaluate ##\sum_{m=0}^{k-1} \frac{{(\lambda (T-w))}^m e^{-\lambda (T-w)}}{m!}## at?)Mehmood_Yasir said:##P(W_k \leq w)=1-P(t_k < T-w)##

##P(W_k \leq w)=\sum_{m=0}^{k-1} \frac{{(\lambda (T-w))}^m e^{-\lambda (T-w)}}{m!}##