Question: 7. (Problem 5.4.7 in Pinsky and Karlin) Let W1, W2, ... be the event times in a Poisson process { X(t); t > 0} of

7. (Problem 5.4.7 in Pinsky and Karlin) Let W1, W2, ... be the event times in a Poisson process { X(t); t > 0} of rate A, and let f(w) be an arbitrary function. Verify that x (t) E[E f (W.)] = > f(w)du i=1 THE END

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