Section 2.5.5 showedthatthewaitingtime T for thefirstoccurrenceofaPoissonprocesshas the exponentialdistributionwithparameter . Forthisdistribution,showthat P(T > u + t S T
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Section 2.5.5 showedthatthewaitingtime T for thefirstoccurrenceofaPoissonprocesshas the exponentialdistributionwithparameter λ. Forthisdistribution,showthat P(T > u + t S T > u) = P(T > t). Bythis memoryless property,ifaneventhasnotoccurredbytime u, the additional timeneededtoobserveanoccurrenceisthesameasifwestartedtoobservethe processattime0.
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Foundations Of Statistics For Data Scientists With R And Python
ISBN: 9780367748456
1st Edition
Authors: Alan Agresti
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