5.4.1 Let W1;W2; : : : be the event times in a Poisson process fX.t/I t ...

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5.4.1 Let W1;W2; : : : be the event times in a Poisson process fX.t/I t  0g of rate .

Suppose it is known that X.1/ D n. For k < n, what is the conditional density function of W1; : : : ;Wk????1;WkC1; : : : ;Wn, given that Wk D w?

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An Introduction To Stochastic Modeling

ISBN: 9780233814162

4th Edition

Authors: Mark A. Pinsky, Samuel Karlin

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