Question: (b) Let n 1. Compute the joint probability density function of (J1, J2, . . . , Jn) given {Nt = n}. Deduce that,
(b) Let n ≥ 1. Compute the joint probability density function of (J1, J2, . . . , Jn) given
{Nt = n}. Deduce that, given {Nt = n}, (J1, J2, . . . , Jn) has the same distribution as the non-decreasing rearrangement of n independent uniform random variables on [0, t ].
Step by Step Solution
There are 3 Steps involved in it
Get step-by-step solutions from verified subject matter experts
