45. Let {N(t), t 0} be a Poisson process with rate , that is independent of the...
Question:
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 )).
Fantastic news! We've Found the answer you've been seeking!
Step by Step Answer:
Related Book For
Question Posted: