Question: Let X = {X;; t> 0} be a Poisson process with rate A = 3. Calculate (a) E[X4X2 = 5], (b) E[X4|X2 2 5].

Let X = {X;; t> 0} be a Poisson process with rate

Let X = {X;; t> 0} be a Poisson process with rate A = 3. Calculate (a) E[X4X2 = 5], (b) E[X4|X2 2 5]. %3D (c) E[X2|X4 = 5].

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