Let (N) (a) E(N3N4) (b) E(X3X4) (c) E(S3S4) 20 be a Poisson process with parameter A...

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Let (N) (a) E(N3N4) (b) E(X3X4) (c) E(S3S4) 20 be a Poisson process with parameter A 2. Find the following:

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Answer 1

Answer #1

- 2t LKI N3 N For part c) S3 and S4 are not defined in the question clearly . So we can not do that . But if Sn is X1+X2+.......+Xn , then you can proceed this problem by the following approach.

(S1,S2,.....Sn)|N(t)=n follows same distribution of (U(1),U(2).....U(n)) where U(i) is the i th order statistic of Uniform(0,1) . Here U1, U2, ......Un follows Uniform (0,1)

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Let (N) (a) E(N3N4) (b) E(X3X4) (c) E(S3S4) 20 be a Poisson process with parameter A...

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