Exercise 2.16 (a) For a Poisson counting process of rate 1, find the joint probability density of S1, S2, . .., Sn-1 conditional on Sn
Exercise 2.16 (a) For a Poisson counting process of rate 1, find the joint probability density of S1, S2, . .., Sn-1 conditional on Sn = t. (b) Find Pr(X1 > t | Sn=t). (c) Find Pr(Xi > t | Sn=t) for 1
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