Question: 6. (15 points) Let {N(t),t0} be a Poisson process with rate . Let Sn denote the time of the nth event. (a) (5 points) Find

 6. (15 points) Let {N(t),t0} be a Poisson process with rate

6. (15 points) Let {N(t),t0} be a Poisson process with rate . Let Sn denote the time of the nth event. (a) (5 points) Find E[S15]. (b) (5 points) Find E[S7N(3)=2]. (c) (5 points) Find E[N(40)N(30)N(10)=15]

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