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432概率中等数值题short

Asymmetric Penalties in an Exponential Race

题目

Two independent alarms go off at Exp(4)\operatorname{Exp}(4) and Exp(6)\operatorname{Exp}(6) times respectively. If alarm 1 fires first you pay $3\$3; if alarm 2 fires first you pay $5\$5. After the first alarm fires, the remaining alarm is reset (memoryless restart) and you pay an additional $1\$1 when it fires. Find the expected total payment.

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