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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