The probability that a poisson process with parameter

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Poisson probabilities:

Let Pn(t) be the probability that a Poisson process with parameter λ has n events in an interval of length t. Let h denote a very small interval of time (like ?t).

(a) Argue that

(b) Substitute expressions for P₁(h) and P₀(h).

(d) Try a solution of the form P_n(t) = cnt ne-λt and evaluate c_n.

Reference no: EM131248632

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