Question: 4. Let N be a Poisson process with rate > 0. Assume 0 < s < t. (a) Compute E[N(t)]. (b) Compute E[N(t) =

4. Let N be a Poisson process with rate > 0. Assume 0 < s < t. (a) Compute E[N(t)]. (b) Compute E[N(t) = N(s)] - (c) Compute E[N(t) - N(s) | N(s)] (d) Compute E[N(t) | N(s)] (e) Compute Cov(N(s), N(t)).

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