Question: A computer job must pass through two queues before it is processed. Suppose the waiting time in the first queue is exponential with rate α, and the waiting time in the second queue is exponential with rate β, independent of the first.
a) Find the density of the total time the job spends waiting in the two queues. Sketch the density in case α = 1 and β = 2.
b) Find the expected total waiting time in terms of α and β.
c) Find the SD of the total waiting time in terms of α and β.