45. Let {N(t), t 0} be a Poisson process with rate that is independent of...

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45. Let {N(t), t  0} be a Poisson process with rate λ that is independent of the nonnegative random variable T with mean μ and variance σ2. Find

(a) Cov(T, N(T)),

(b) Var(N(T)).

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