Let (N.)teR, be a Poisson process with rate 1 = 10. Let T1, T2,... be the...

 

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Let (N.)teR, be a Poisson process with rate 1 = 10. Let T1, T2,... be the successive arrival times of (N,)tER. De- fine n=1 for the function f:R, + R, drawn below: f(t) 2 3 Note that f(t) = 0 for t 2 3. a. Compute E [Z]. b. Compute Var(Z). 9, 2. Let (N.)teR, be a Poisson process with rate 1 = 10. Let T1, T2,... be the successive arrival times of (N,)tER. De- fine n=1 for the function f:R, + R, drawn below: f(t) 2 3 Note that f(t) = 0 for t 2 3. a. Compute E [Z]. b. Compute Var(Z). 9, 2.