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time inhomogeneous MJPs with duration dependency

S

sammo

Member
i havent met any past questions that have duration dependency and i'm absolutely terrified by the thought of one coming on 7th October carrying 20 marks, anyone with anything that could help me practice???
 
Leave some scope for surprises in the paper, and go by the belief that smthing unseen, unpractised will appear ... :)

Joaks apart, the only type of questions I have seen which involve duration dependence are those from markov jump process (married, divorced, widowed problem), or the healthy , sickness or dead model- which involved integral version of CK equations. These may be asked , but not in the form of what given in the books (formulating eqns). So , better get equipped with both formulations and practical evaluation of the same.
 
One recent question that touched on this was April 2010 Q11.

But, in practice, setting very long questions on duration dependence would be difficult, since there's very little you can do with the expressions you write down. And this is probably why there are not lots of such questions on the past papers.

eg. you could be asked to write down an integral expression for a probability where there were duration dependent transition rates, but unless the duration dependency was very straightforward indeed, you can't evaluate the expression you write down.

It's more likely that duration dependence will form a small part of a longer question.... but we can always be surprised!
 
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