Let {N(t), t=0} be a poisson process with rate lambda that is independent of the nonnegative random variable T with mean mu and variance sigma squared. Find a) Cov(T, N(T)) b) Var(N(T))

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Let {N(t), t=0} be a poisson process with rate lambda that is independent of the nonnegative random variable T with mean mu and variance sigma squared. Find


a) Cov(T, N(T))


b) Var(N(T))



Answered Same DayDec 26, 2021

Answer To: Let {N(t), t=0} be a poisson process with rate lambda that is independent of the nonnegative random...

David answered on Dec 26 2021
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