APPENDIX D ~ DERIVA IONS FOR SECIION 4‘THIS PAGE INTENTIONALLY LEFT BLANK.APPENDIX D This appendix utilizes the notation in Section 4.4 Annex 1 We shall show the following: Q) El] = 1-e* @ ea) = Y-e*) (3) Alc) = Yie* To show (1) observe that /,(t) is a random variable that only takes on the values zero and. one, Thus ELL] ~ (0)Pr(d,(0)- 0)+(t)Pr(z,()=1) = Pr(ii(e)=1) = 1-e* To show (2), let M(t) denote the number of distinct B-modes that occur by t. Then Mi) = S10) Thus aed) = EI Note (3) follows from (2) since Aca) = Annex 2 Recall A~I(a, A). Let Y denote the moment generating function for A. Thus, by definition, (x)= Ele") for all real x for which the expectation with respect to A exists. One D3