Let n denote the number of arrivals of a poisson process of


Let N denote the number of arrivals of a Poisson process of rate λ over the interval (0, T). Given N = n, let S1,..., Sn denote the corresponding arrival times. Prove that

Conclude that, given N(T ) = n, S1,..., Sn are the order statistics of a collection of n uniform (0, T ) random variables

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Basic Statistics: Let n denote the number of arrivals of a poisson process of
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