Let X1,X2, . . . be independent positive continuous random variables with a common density function 1 answer below »

Let X1,X2, . . . be independent positive continuous random variables with a common density function f , and suppose this sequence is independent of N, a Poisson random variable with mean λ. Define

Don't use plagiarized sources. Get Your Custom Essay on
Let X1,X2, . . . be independent positive continuous random variables with a common density function 1 answer below »
Just from $13/Page
Order Essay

 width=

Show that {N(t), t  width= 0} is a nonhomogeneous Poisson process with intensity function λ(t) = λf (t ).

Leave a Reply

Your email address will not be published. Required fields are marked *

*

*

*