Question: Suppose N.t/ is a Poisson process with rate 2. Compute the conditional probabilities (a) P.N.3/ D 4jN.1/ D 1/, (b) P.N.1/ D 1jN.3/ D 4/.

Suppose N.t/ is a Poisson process with rate 2. Compute the conditional probabilities

(a) P.N.3/ D 4jN.1/ D 1/,

(b) P.N.1/ D 1jN.3/ D 4/.

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