2 Let N(t) be a Poisson process with rate A = 5 per unit time. Let Tn be the time of the n-th event. Evaluate the following expressions, giving the answer to three significant figures. (a) P(N(3) = 2|N(4) = 3). (b) E(N(2)N(5)). (c) Cov(N(5), N(10) – N(7))

2 Let N(t) be a Poisson process with rate A = 5 per unit time. Let Tn be the time of the n-th event. Evaluate the following expressions, giving the answer to three significant figures. (a) P(N(3) = 2|N(4) = 3). (b) E(N(2)N(5)). (c) Cov(N(5), N(10) – N(7))

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

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Question

2 Let N(t) be a Poisson process with rate A = 5 per unit time. Let
T, be the time of the n-th event. Evaluate the following expressions,
giving the answer to three significant figures.
(a) P(N(3) = 2|N(4) = 3).
(b) E(N(2)N(5)).
(c) Cov(N(5), N(10) – N(7))
(d) E(T10|N(2) = 7).

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