Let {N (t), t ≥ 0} be a Poisson process with rate λ. Let Sn denote the time of the nth event. Find 1. E[S4]2. E[S4 |N(1)=2]3. E[N(4)−N(2)|N(3)=1]** Show all calculations and steps clearly.
Question 3(10 points)
Let {Nt.t >O} be a Poisson process with rate A.Let Sn denote the time of the nth event.Find
1.E[S4]
2.E[S4|N1=2]
3.E[N4-N2N3=1]