{N(t) : t> 0} is a Poisson process with rate A = 3. We write S, for the time of the n-th event, n > 1. Calculate: (a) E(S6|N(1) = 3), (b) P(N(2) > 2). (c) Var(3N(10) – 7N(5)). %3D

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poisson process numerical. please solve within 40 minutes.

{N(t) : t > 0} is a Poisson process with rate A = 3. We write S, for the time of the n-th
event, n 2 1.
Calculate:
(a) E(S6|N(1) = 3),
(b) P(N(2) > 2),
(c) Var(3N(10) – 7N(5)).
Transcribed Image Text:{N(t) : t > 0} is a Poisson process with rate A = 3. We write S, for the time of the n-th event, n 2 1. Calculate: (a) E(S6|N(1) = 3), (b) P(N(2) > 2), (c) Var(3N(10) – 7N(5)).
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