Consider a poisson counting process with arrival rate, Basic Statistics

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Consider a poisson counting process with arrival rate

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

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Basic Statistics: Consider a poisson counting process with arrival rate

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