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random variable and signal processing

Each time a machine is repaired, it remains up for an exponentially distributed time with rate ?. It then fails, and its failure is either of two types: - Each failure is, independently of the time it took the machine to fail, a type 1 failure with probability ? and a type 2 failure with probability 1 − ?. - If it is a type ? failure, the time to repair the machine is exponential with rate ?? , ? = 1,2. Consider the machine in either of three states: (0) working, (1) down due to type 1 failure, and (2) down due to type 2 failure. (a) (10 pts) Draw the transition rate diagram and specify the instantaneous transition rates. (b) (10 pts) What proportion of time is the machine in each of the three states?

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