10.13 Let Xt, t 0, be a Poisson process of rate . Let T0 = 0,...
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10.13 Let Xt, t ≥ 0, be a Poisson process of rate λ. Let T0 = 0, and let Ti be the time of the ith observation (jump of X), if i ≥ 1. Let N = inf{k ≥ 1 : Tk − Tk−1 >
1}. Find ETN , EN, and E(TN |N = 8).
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