Question: Let {N(t), t 0} be a conditional Poisson process with a random rate L. (a) Derive an expression for E[L|N(t) = n]. (b) Find,

Let {N(t), t ≥ 0} be a conditional Poisson process with a random rate L.

(a) Derive an expression for E[L|N(t) = n].

(b) Find, for s >t, E[N(s)|N(t) = n].

(c) Find, for s

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