Results 1 to 2 of 2

Thread: a confusion

  1. #1
    Oct 2008

    a confusion

    Consider a Poisson process of rate L on t>=0, N(1)=n. Let T1<...<Tn denote the times of these n points in [0,1]. Calculate the pdf of Tn.
    Here is my answer:
    F(t)=P(Tn<=t), {Tn<=t}={N((t,1])=0}, then I get answer. Pdf: f(y)= L*e^(-L+Ly), actually i just wanna ask, why it is not gamma distribution (n,L).. anyone can explain?? thanks.
    Last edited by solskjaer; Nov 23rd 2008 at 06:43 PM.
    Follow Math Help Forum on Facebook and Google+

  2. #2
    Oct 2008
    however, if i take the time inversely, then Tn will be the first point, and the formula meets the gamma distribution... but, if i still take the time from 0 to 1, Tn is the last point, it doesnt meet the gamma. help appreciated..
    Follow Math Help Forum on Facebook and Google+

Similar Math Help Forum Discussions

  1. DVs and IVs confusion
    Posted in the Statistics Forum
    Replies: 0
    Last Post: Dec 4th 2011, 02:09 AM
  2. Max and Min confusion
    Posted in the Differential Geometry Forum
    Replies: 9
    Last Post: May 18th 2011, 08:44 AM
  3. confusion?
    Posted in the Math Topics Forum
    Replies: 1
    Last Post: Aug 8th 2009, 10:03 AM
  4. Such confusion
    Posted in the Calculus Forum
    Replies: 5
    Last Post: Dec 3rd 2006, 08:05 PM
  5. Confusion
    Posted in the Geometry Forum
    Replies: 2
    Last Post: Oct 21st 2006, 03:47 AM

Search Tags

/mathhelpforum @mathhelpforum