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Thread: Poisson proces and binomial

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    Poisson proces and binomial




    I'm trying to find the distribution of the number Y of arrivals in the
    timeinterval [s,t]\subset [0,T] where X(t) is number of arrivals in a poissonproces and it is given that X(T)=N.

    The result I get is that:

    Y=X(t-s)|X(T)=N is binomial bin(n,p) with n=N and p=|t-s|/T

    where s < t and [s,t]\subset [0,T]

    I'm wondering if anyone would happen to know whether this result is correct?

  2. #2
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    Re: Poisson proces and binomial

    Yes that is correct
    I don't have emotions and sometimes that makes me very sad.

  3. The Following User Says Thank You to Dason For This Useful Post:

    JesperHP (08-28-2014)

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    Re: Poisson proces and binomial


    Thx alot Dason

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