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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