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Math Help - a confusion

  1. #1
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    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; November 23rd 2008 at 06:43 PM.
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  2. #2
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    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..
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