Determine the distribution of the Xn.
Prop.2.2.1 Xn are iid exponetial random variable having mean 1 over 𝜆.
Obtaining the pdf of Sn.
It has gamma distribution with parameter 𝓃and 𝜆.
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2.4 Nonhomogeneous Poisson Process | CH.2 The Poisson Process | Stochastic Process
2.3 Conditional Distribution of the Arrival times [3rd] | CH.2 The Poisson Process | Stochastic Process
2.3 Conditional Distribution of the Arrival times [2nd] | CH.2 The Poisson Process | Stochastic Process
2.3 Conditional Distribution of the Arrival times | CH.2 The Poisson Process | Stochastic Process