10.3 Let Nt be a Poisson process with rate . Let Sn be the time of the...

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10.3 Let Nt be a Poisson process with rate λ. Let Sn be the time of the nth event.

Find

a) E[S4],

b) E[S4 | N1 = 2],

c) E[N4 − N2 | N1 = 3].

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