Question: 7.7. Consider a (0, A) stationary Cox process with a = /3 = 1 and A = 2. Show that g(t; 0) = f(t; (1

7.7. Consider a (0, A) stationary Cox process with a = /3 = 1 and A = 2. Show that g(t; 0) = f(t; (1 - 0)A) is given by

1 g(t; 0) ecosh (Rt) + = a-n cosh(Rr) + sinh(R), R

where

image text in transcribed

Use this to evaluate Pr{N((0, 1]) = 11.

1 g(t; 0) ecosh (Rt) + = a-n cosh(Rr) + sinh(R), R

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