Question: 4.3 A nonhomogeneous Poisson process has mean value function m(t) = t2 + 2t, t > 0. Determine the intensity function 1(t) of the process,
4.3 A nonhomogeneous Poisson process has mean value function m(t) = t2 + 2t, t > 0. Determine the intensity function 1(t) of the process, and write a program to simulate the process on the interval [4, 5]. Compute the probability distribution of N(5) - N(4), and compare it to the empirical estimate obtained by replicating the simulation. 4.3 A nonhomogeneous Poisson process has mean value function m(t) = t2 + 2t, t > 0. Determine the intensity function 1(t) of the process, and write a program to simulate the process on the interval [4, 5]. Compute the probability distribution of N(5) - N(4), and compare it to the empirical estimate obtained by replicating the simulation
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