Question: 6. Let $ N (t): t 0 % be a Poisson process. For k 1, let Sk be the time that the kth

6. Let $ N (t): t ≥ 0 % be a Poisson process. For k ≥ 1, let Sk be the time that the kth event occurs. Show that E 4 Sk | N (t) = n 5 = kt n + 1 .

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