What is the probability that the time of the first event that is observed to occur in a Poisson process with rate λ per unit time, after initiation at t = 0, occurs later than time t = t0, for fixed value t0 ? Justify your answer

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What is the probability that the time of the first event that is observed to occur in a Poisson process with rate λ per unit time, after initiation at t = 0, occurs later than time t = t0, for fixed value t0 ? Justify your answer

The Poisson process is a model for events that occur in continuous time, at a constant rate A > 0 per
unit time, with events occurring independently of each other. Specifically, if X(t) is the discrete
random variable recording the number of events that are observed to occur in the interval [0, t),
then we have that X(t) ~ Poisson(At), that is
P(x) = P(X(t) = x) = e¬At (At)=
T = 0, 1, 2, ...
and zero otherwise. Also, the counts of events in disjoint time intervals are probabilistically
independent: for example, for intervals [0, t) and [t, t'+ s), the numbers of events in the two
intervals, X1 and X2 say, have the property
P(X1 = x1n X2 = x2) = P(X1 = x1)P(X2= x2)
with
X1 ~ Poisson(At)
X2 - Poisson(As).
With this information, answer the following questions based on the Poisson process model and
its relationship with the Poisson distribution.
Transcribed Image Text:The Poisson process is a model for events that occur in continuous time, at a constant rate A > 0 per unit time, with events occurring independently of each other. Specifically, if X(t) is the discrete random variable recording the number of events that are observed to occur in the interval [0, t), then we have that X(t) ~ Poisson(At), that is P(x) = P(X(t) = x) = e¬At (At)= T = 0, 1, 2, ... and zero otherwise. Also, the counts of events in disjoint time intervals are probabilistically independent: for example, for intervals [0, t) and [t, t'+ s), the numbers of events in the two intervals, X1 and X2 say, have the property P(X1 = x1n X2 = x2) = P(X1 = x1)P(X2= x2) with X1 ~ Poisson(At) X2 - Poisson(As). With this information, answer the following questions based on the Poisson process model and its relationship with the Poisson distribution.
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