2.2 The interarrival and waiting time distribution | CH.2 The Poisson Process

2.2 The interarrival and waiting time distribution | CH.2 The Poisson Process | Stochastic Process

by 독해진수학 2020. 4. 15. 16:00

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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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