LetT1,T2,…denote the interarrival times of events of a non homogeneous Poisson process having… 1 answer below »
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LetT1,T2,…denote the interarrival times of events of a non homogeneous Poisson process having intensity function λ(t).
(a) Are the Ti independent?
(b) Are the Ti identically distributed?
(c) Find the distribution ofT1.
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