Problem 6: Let T1, T2 denote the interarrival times of events of a nonhomogeneous Poisson process having intensity function λ(t). Are the T1 independent? Why? Are the T2 identically distributed? Why? Find the distribution of T1. Find the distribution of T2.
Added by Keith G.
Step 1
Are the $T_i$ independent? Yes, the $T_i$ are independent. This is because the interarrival times of a nonhomogeneous Poisson process are independent by definition. The occurrence of an event does not affect the occurrence of future events. Show more…
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