Let {N(t); t ≥ 0} be a Poisson process with rate parameter 5.2. Find (1) E[N(8) N(3)=5] (ii) Var[N(8)| N(3)=5] (iii) E[N(6)| N(10)=40] E

Linear Algebra: A Modern Introduction
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Author:David Poole
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Chapter4: Eigenvalues And Eigenvectors
Section4.6: Applications And The Perron-frobenius Theorem
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STA422
FINAL EXAMINATION
Let {N(t); t > 0} be a Poisson process with rate parameter 5.2.
Find
(1) E[N(8)| N(3)=5]
(ii) Var[N(8)| N(3)=5]
(iii) E[N(6) N(10)=40]
(iv) Cov[N(12),N(18)]
STA 422 FINAL EXAMINATIO
201
Transcribed Image Text:C 3 Home somas2.uonbi.ac.ke/mod/quiz/attempt.php?attempt=2601728cmid=16861&page=1 SOMAS IT3 SIA 422 FINAL EXAMINATIO STA422: Stochastic Models for Social Proces My courses My Courses This Course Type here to search ▼ STA422 FINAL EXAMINATION Let {N(t); t > 0} be a Poisson process with rate parameter 5.2. Find (1) E[N(8)| N(3)=5] (ii) Var[N(8)| N(3)=5] (iii) E[N(6) N(10)=40] (iv) Cov[N(12),N(18)] STA 422 FINAL EXAMINATIO 201
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