Question: Let N(t) be a Poisson process with rate . Let 0 < s < t. Show that given N(t) = n, N(s) is a binomial
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.
Step by Step Solution
3.45 Rating (164 Votes )
There are 3 Steps involved in it
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 full answer
Get step-by-step solutions from verified subject matter experts
