Problem

Consider a Poisson process on the real line, and denote by N(t1, t2) the number of event...

Consider a Poisson process on the real line, and denote by N(t1, t2) the number of events in the interval (t1, t2). If t0 < t1 < t2, find the conditional distribution of N(t0, t1) given that N(t0, t2) = n. (Hint: Use the fact that the numbers of events in disjoint subsets are independent.)

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