Question: Consider a Poisson process with intensity ( x ) = 4 0 s i n ( 2 x ) on the interval D = [
Consider a Poisson process with intensity on the interval and otherwise.
a How many points are expected to be in a random sample from this process?
b Write a computer program to generate one sample corresponding to this Poisson process, and provide some plots or other outcomes of
this program.
Penalty: Part b can be solved using either an efficient algorithm that generates the random sample directly, or some variation of a more
inefficient rejectiontype algorithm such as the thinning method studied in classes In order to earn full marks in this question, it is required
that you do not use a rejectiontype algorithm. This means that you will be penalized if you use some rejection algorithm.
Step by Step Solution
There are 3 Steps involved in it
1 Expert Approved Answer
Step: 1 Unlock
Question Has Been Solved by an Expert!
Get step-by-step solutions from verified subject matter experts
Step: 2 Unlock
Step: 3 Unlock
