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