600360-9-30E AID: 276103 | 01/03/2022

A random variable's conditional expectation, , is its expected value determined

with respect to its conditional probability distribution.

(a)

The objective is to find mean and variance of .

Consider, be the time when email arrives and the waiting times between emails
are i.i.d. . The probability of non-span email is

Consider, the random variable indicator denotes the first email that is non-spam.

So, the time of arrival is,

Here, .

Then,

And,

Use Eve’s Law, to find the variance,

Hence, and .

(b)

The objective is to find the MGF of and what famous distribution does this imply
has.

Consider, be the time when email arrives and the waiting times between emails
are i.i.d. . The probability of non-span email is

By Adam’s Law,

Here, is MGF of and .

Using LOTUS,

And,

Hence, .