Question: 7.8. Consider a stationary (0, A) Cox process. A long duration during which no events were observed would suggest that the intensity process is in

7.8. Consider a stationary (0, A) Cox process. A long duration during which no events were observed would suggest that the intensity process is in state 0. Show that

Pr{A(t) =0|N((0, 1]) = 0} fo(t) f(t)'

where fo(t) is defined in (7.5).

Pr{A(t) =0|N((0, 1]) = 0} fo(t) f(t)'

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