Search Results
| Search type | Search syntax |
|---|---|
| Tags | [tag] |
| Exact | "words here" |
| Author |
user:1234 user:me (yours) |
| Score |
score:3 (3+) score:0 (none) |
| Answers |
answers:3 (3+) answers:0 (none) isaccepted:yes hasaccepted:no inquestion:1234 |
| Views | views:250 |
| Code | code:"if (foo != bar)" |
| Sections |
title:apples body:"apples oranges" |
| URL | url:"*.example.com" |
| Saves | in:saves |
| Status |
closed:yes duplicate:no migrated:no wiki:no |
| Types |
is:question is:answer |
| Exclude |
-[tag] -apples |
| For more details on advanced search visit our help page | |
Results tagged with poisson-process
Search options answers only
not deleted
user 77222
For questions about the theory or applications of the Poisson process, one of the most widely applied point processes in statistics and elsewhere.
2
votes
Accepted
Expected waiting time until no event in $t$ years for a poisson process with rate $\lambda$
Let $T_1,T_2,\dots$ denote the exponentially distributed inter-arrival times. Each of these exceeds $t$ with probability $p=e^{-\lambda t}$. Hence the number of occurences $X$ before (but not includ …
- 11.7k
5
votes
Conditional distribution of arrival times in Poisson process
Since the inter-arrival times are independent exponentially distributed, the joint pdf of the $n$ first arrival times is
\begin{align}
f(t_1,\dots,t_n)
&=f(t_1)f(t_2|t_1)\dots f(t_n|t_{n-1})
\\&=\la …
- 11.7k
6
votes
Accepted
Poisson Distribution: Estimating rate parameter and the interval length
Let $t=T_F$. Conditional on the number of occurences $N=n$, the arrival times $t_1,t_2,\dots,t_N$ are known to have the same distribution as the order statstics of $n$ iid unif$(0,t)$ random variable …
- 11.7k