Question: The Exponential Distribution and the Poisson Process 347 letting m denote the location on the line of the marked position, then if L1 denotes the

The Exponential Distribution and the Poisson Process 347 letting m denote the location on the line of the marked position, then if L1 denotes the last Poisson event time before m (or 0 if there are no Poisson events in [0, m] ), and R1 denotes the rst Poisson event time after m (or 1 if there are no Poisson events in [m, 1]), then it would be learned that the marked position lies between L1 and R1. Find (a) P{L1=o}, (b) P{L1 x}, m

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