Question: Let {Nt, t 0} be a Poisson process with rate , and let T1 be the time of the first event. We know (lecture 13)

Let {Nt, t 0} be a Poisson process with rate , and let T1 be the time of the first event. We know (lecture 13) that T1 Exp(). Find the conditional distribution of T1 given that Nt = 1, i.e. given that by time t exactly one event has occurred.

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer

Step: 1 Unlock blur-text-image

Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock

Step: 3 Unlock

Students Have Also Explored These Related Mathematics Questions!

show all explanations for all questios please 4. Let {X (1).1 2 0) be a Poisson process with rate A. Let T. denote the arrival time of the nith event. (a) Find E[Tm], the expected arrival time of the...

Let X1 and X2 be independent exponential random variables, each having rate . Let X(1) = minimum(X1, X2) and X(2) = maximum(X1, X2) Find: a. E[X1] b. Var[X1] c. E[X2] d. Var[X2] Question# 4: A random...

What is a function calling convention and how does it impact the design of the RISC-V instruction set architecture (ISA)? [4 marks] (d) Consider the following C function that computes the greatest...

1. Let N = (N(t) : t 2 0) be a Poisson process with constant rate 3. Let In be the arrival time of the n-th event. Find a. ) E(T5) b. ) E(T6|N(1) = 5) C.) E(T2 N(1) = 5) d.) E(N(5) - N(2) | N(1) =5)...

Can you help me the best you can? There are two Geiger counters in a physics lab. Geiger counter A beeps according to a Poisson arrival process (which means a Poisson scatter in dimension 1) with a...

Stat 110 Homework 7, Fall 2015 Due: Friday 11/6 at 12:01 pm. Handwritten homework must be turned in on paper. If you hand-write your homework, please turn it in at the Stat 110 dropbox (outside SC...

Concordia University Department of Mathematics & Statistics Course Number STAT 349/2 Examination Date Final Sections All Pages December 2013 4 Instructors A. Sen, W. Sun Special Instructions: . Show...

5. (20 pts) We consider a stochastic process N(t) that counts the number of particles arriving at a Geiger counter. Suppose A is an exponential random variable, namely fA(A) = ne-a* for A > 0....

Due to rising energy prices, the government of World Kingdom (WK) encourages its citizens to install solar panels on their roofs. They offer full or partial funding of solar panel costs to support...

In the beginning of the year you sold 3 June E-Mini S&P 500 futures contracts at a futures price of 4547.75. The spot price at contract maturity was 4662.25. The contract multiplier is $50. a)...

1. Which of the following is not a governmental fund? a. Special revenue fund b. Debt service fund c. Trust fund d. General fund 2. Which of these funds generally follows the accrual basis of...

in case of rising prices ( inflation ) , FIFO method will : 1 . provide highest value of closing stock but lowest value of profit. 2 . provide highest value of closing stock and profit. 3 . provide...

who can set up bank rules in quickbooks

Wear as little as possible

Be relaxed at the hips

Do not take criticism personally, even if it is meant to be personal.