Question: Poisson and Exponential problem. Consider a Poisson process X(t) with parameter A. Let T1 denote the time of the first arrival . Find the conditional

Poisson and Exponential problem. Consider a Poisson process X(t) with parameter

Poisson and Exponential problem.

Consider a Poisson process X(t) with parameter A. Let T1 denote the time of the first arrival . Find the conditional PMF of X(t) given T1 = T for t > T. . Find the conditional PDF of T1 given N(t) = n

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