Question: Consider a Poisson counting process with arrival rate . (a) Suppose it is observed that there is exactly one arrival in the time interval [0,

Consider a Poisson counting process with arrival rate λ.
(a) Suppose it is observed that there is exactly one arrival in the time interval [0, to]. Find the PDF of that arrival time.
(b) Now suppose there were exactly two arrivals in the time interval [0, to]. Find the joint PDF of those two arrival times.
(c) Extend these results to an arbitrary number, n, of arrivals?

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