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.


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