Question
Recall the following definition of a Poisson process with rate > 0 : a counting process {N(t)} with N(0) = 0 is called a
Recall the following definition of a Poisson process with rate λ > 0 : a counting process {N(t)} with N(0) = 0 is called a Poisson process with rate λ if the following are true: it has independent increments; and for each t > 0, N(t) is a Poisson random variable with parameter λt. Using the above definition to show that, for each v,t > 0, N(t+v)−N(t) follows Poisson distribution with parameter λv.
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Statistics Informed Decisions Using Data
Authors: Michael Sullivan III
5th Edition
978-0134135373, 134133536, 134135377, 978-0134133539
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