Question: Let {N(t), + 2 0} be a non-homogeneous Poisson process with the intensity function 5 for 2n Let {N t be a non-homogeneous Poisson process

Let {N t be a non-homogeneous Poisson process with the intensity function

Let {N(t), + 2 0} be a non-homogeneous Poisson process with the intensity function 5 for 2n

Let {N t be a non-homogeneous Poisson process with the intensity function 5 for 2n t < '2n -F l, 3 for 2n+l ft < 2n +2, for n = l, 2.. Use the thinning method to generate iicl copies of the last event time. say S. of before T (iO and estimate E(S).

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