Inhomogeneous poisson process


Question: Let N denote an inhomogeneous Poisson process with intensity function λ(t) = t + exp(t) for t ≥ 0.

a. Find P(N2 - N1 = 0).

b. Find P(N1.4 = 2, N2.3 = 3) and comment on your result

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Basic Statistics: Inhomogeneous poisson process
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