Question: Let [N(), 0] be a Poisson process with rate 1. Let S,, denote the time of the nth event. Find (a) E[S4] (b) E[S, N(1)

Let [N(), 0] be a Poisson process with rate 1.

Let S,, denote the time of the nth event. Find

(a) E[S4]

(b) E[S, N(1)

(c) E[N(4) 2] N(2) N(1) = 3]

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