Let N(t) be a Poisson process with rate . Let 0 < s < t. Show that
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Let N(t) be a Poisson process with rate λ. Let 0 < s < t. Show that given N(t) = n, N(s) is a binomial random variable with parameters n and p = s/t.
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To show that given Nt n Ns is a binomial random variable with parameters n and p st we can use the properties of Poisson processes and the definition ...View the full answer
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Related Book For
Introduction To Probability Statistics And Random Processes
ISBN: 9780990637202
1st Edition
Authors: Hossein Pishro-Nik
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