Point Locations for Non-Homogeneous Poisson Processes. Consider a Poisson process N on R+ with rate function r(x), where r(x) > 0 for each x. Prove the following Order Statistic Property: The...

Point Locations for Non-Homogeneous Poisson Processes. Consider a Poisson process N on R+ with rate function r(x), where r(x) > 0 for each x. Prove the following Order Statistic Property: The conditional density of T1,...,Tn
given N(t) = n is


May 07, 2022
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