Question: Please explain Consider three independent Poisson processes (Ni(t),t 2 0) with rates li, for i = 1,2,3. Let t be the first time t 2

Please explain

Consider three independent Poisson processes (Ni(t),t 2 0) with rates li, for i = 1,2,3. Let t be the first time t 2 0 that N3 (t) = 1. (a) Describe the distribution of Ni (T). [2] (b) Find E(N2(t) Ni(t)). Verify that this is equal to 2(2/3)1(7) in the case that all 2; = 2. [3]

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