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 \.
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
Problem 9T
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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 \.](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2F7560de44-7bbe-4fed-b63a-532eb75ed369%2Fa3f933f7-6443-4fbf-97c0-47fa50dda620%2Fd2xk2f9_processed.jpeg&w=3840&q=75)
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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