Show the joint pdf of the order statistics

Reference no: EM131216490

Consider a Poisson counting process with arrival rate λ Suppose it is observed that there have been exactly arrivals in be the times of those arrivals.

be the order statistics associated with the XShow that the joint PDF of the order statistics is identical to the joint PDF of the Poisson arrival times, Hence, the order statistics are statistically identical to the arrival times.Z

Reference no: EM131216490

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