Let {N(t) : t >=0} be a Poisson process of rate 1 and let denote the times of the points. Derive the pdf of
So I've been trying to work with the distribution function. I have:
I get stuck there though and can't find a similar example.
Let {N(t) : t >=0} be a Poisson process of rate 1 and let denote the times of the points. Derive the pdf of
So I've been trying to work with the distribution function. I have:
I get stuck there though and can't find a similar example.