4.1. Let W, W2, ... be the event times in a Poisson process {X(t); t ? 0)...

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4.1. Let W, W2, ... be the event times in a Poisson process {X(t);

t ? 0) of rate A. Suppose it is known that X(1) = n. For k < n, what is the conditional density function of W, ... , W _ W,,,,, ... , W,,, given that W = w?

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An Introduction To Stochastic Modeling

ISBN: 9780126848878

3rd Edition

Authors: Samuel Karlin, Howard M. Taylor

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Question Posted: Oct 31, 2024 03:01 AM

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4.1. Let W, W2, ... be the event times in a Poisson process {X(t); t ? 0) of rate A. Suppose it is known that X(1) = n. For k < n, what is the conditional density function of W, ... , W _ W,,,,, ......
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4.1. Let W, W2, ... be the event times in a Poisson process {X(t); t ? 0)...

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An Introduction To Stochastic Modeling

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