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Problem 1 Let N(t) be a rate A Poisson process, and let Sn = min{t: N(t) ≥ n} be the time of the nth event. Compute the following: a. E[N(3)] b. Var[N(4)] c. E[S5] d. P(S₂> 4|N(1) = 3)

Problem 1 Let N(t) be a rate A Poisson process, and let Sn = min{t: N(t) ≥ n} be the time of the nth event. Compute the following: a. E[N(3)] b. Var[N(4)] c. E[S5] d. P(S₂> 4|N(1) = 3)

MATLAB: An Introduction with Applications
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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Problem 1 Let N(t) be a rate A Poisson process, and let Sn = min{t : N(t) ≥n} be the time of the nth event. Compute the following: a. E[N (3)] b. Var[N(4)] c. E[S5] d. P(S₂ > 4|N(1) = 3)
Transcribed Image Text:Problem 1 Let N(t) be a rate A Poisson process, and let Sn = min{t : N(t) ≥n} be the time of the nth event. Compute the following: a. E[N (3)] b. Var[N(4)] c. E[S5] d. P(S₂ > 4|N(1) = 3)
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