6. Let {N(t) t 2 0} be a Poisson process with rate AX that is independent of the nonnegative random variable T with mean u and variance o2. Find (a) Cov(T, N(T)), (b) Var(N(T)

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6. Let {N(t) t 2 0} be a Poisson process with rate AX that is independent of the nonnegative
random variable T with mean u and variance o2. Find
(a) Cov(T, N(T)),
(b) Var(N(T)
Transcribed Image Text:6. Let {N(t) t 2 0} be a Poisson process with rate AX that is independent of the nonnegative random variable T with mean u and variance o2. Find (a) Cov(T, N(T)), (b) Var(N(T)
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