Time of the last occurrence in the time interval

Reference no: EM13985437

1. Consider a Poisson process with intensity λ, and let T be the time of the first occurrence in the time interval (0, t]. If there is no occurrence during (0, t], we set T = t. Compute E T.

2. In the previous example, let, instead, T be the time of the last occurrence in the time interval (0, t]. If there is no occurrence during (0, t], we set T = 0. Compute E T.

Reference no: EM13985437

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