Let T1, T2, .. denote the interarrival times of events of a nonhomoge- neous Poisson process having

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Let T1, T2, .. denote the interarrival times of events of a nonhomoge- neous Poisson process having intensity function (t)

(a) Are the 7, independent?

(b) Are the 7, identically distributed"

(c) Find the distribution of T

(d) Find the distribution of T

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Stochastic Processes

ISBN: 9780471120629

2nd Edition

Authors: Sheldon M. Ross

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