Let T1, T2,... denote the interarrival times of events of a nonhomogeneous Poisson process having intensity function
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Let T1, T2,... denote the interarrival times of events of a nonhomogeneous Poisson process having intensity function λ(t).
(a) Are the Ti independent?
(b) Are the Ti identically distributed?
(c) Find the distribution of T1.
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