46. Let {N(t), t 0} be a Poisson process with rate , that is independent of the...
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46. Let {N(t), t 0} be a Poisson process with rate λ, that is independent of the sequence X1, X2,... of independent and identically distributed random variables with mean μ and variance σ2. Find Cov
⎛
⎝N(t), N(t)
i=1 Xi
⎞
⎠
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