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Let W1,W2,� be the event times in a Poisson process {N(t);t0} of rate.pdf

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Let W1,W2, be the event times in a Poisson process {N(t);t0} of rate . Show that N(t)andWN(t)+1 are independent random variables by evaluating Pr{N(t)=nandWN(t)+1>t+s}..

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Let W1,W2, be the event times in a Poisson process {N(t);t0} of rate . Show that N(t)andWN(t)+1 are independent random variables by evaluating Pr{N(t)=nandWN(t)+1>t+s}.

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  • 1. Let W1,W2, be the event times in a Poisson process {N(t);t0} of rate . Show that N(t)andWN(t)+1 are independent random variables by evaluating Pr{N(t)=nandWN(t)+1>t+s}.