The time of the nth point Tn of a Poisson process N of con.pdf

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The time of the nth point, Tn, of a Poisson process N of constant intensity on [0,) give rise to an effect Xne(tTn) where Xn are independent and identically distributed with finite variance. Find i. the mean and variance of the total effect N(T) W(t) = Xne(tTn) n=1 in terms of the first two moments of the Xn ii. the covariance of W(t) and W(s) iii. the correlation between W(t) and W(s).

The time of the nth point, Tn, of a Poisson process N of constant intensity on [0,) give rise to an
effect Xne(tTn) where Xn are independent and identically distributed with finite variance. Find i. the
mean and variance of the total effect N(T) W(t) = Xne(tTn) n=1 in terms of the first two moments of
the Xn ii. the covariance of W(t) and W(s) iii. the correlation between W(t) and W(s)

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1. The time of the nth point, Tn, of a Poisson process N of constant intensity on [0,) give rise to an effect Xne(tTn) where Xn are independent and identically distributed with finite variance. Find i. the mean and variance of the total effect N(T) W(t) = Xne(tTn) n=1 in terms of the first two moments of the Xn ii. the covariance of W(t) and W(s) iii. the correlation between W(t) and W(s)