Let (x(t)) be a Poisson process with rate A, and let T₁ = min{t: X(t) > 1} be the first arrival time. Prove that T₁ is exponentially distributed with rate \.

Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter5: Inverse, Exponential, And Logarithmic Functions
Section: Chapter Questions
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Let (x(t)) be a Poisson process with rate A, and let T₁ = min{t: X(t) > 1} be
the first arrival time. Prove that T₁ is exponentially distributed with rate \.
Transcribed Image Text:Let (x(t)) be a Poisson process with rate A, and let T₁ = min{t: X(t) > 1} be the first arrival time. Prove that T₁ is exponentially distributed with rate \.
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