=+6. In the context of Example 6.4.2, show that the order statistics X(j)

have means, variances, and covariances E(X(j)) = 

j k=1 1

λ(n − k + 1)

144 6. Poisson Processes Var(X(j)) = 

j k=1 1

λ2(n − k + 1)2 Cov(X(j), X(k)) =

min



{j,k}

i=1 1

λ2(n − i + 1)2 .