Question

Let {N(t), t>0} be a Poisson process with rate 3 per minute. Let S_n be the time of the nth event. Find

a) E[S_10]

b) E[S_4 | N(1)=3)]

c) Var[S_10]

d) E[N(4)-N(2) | |N(1)=3]

e) P[T_20 > 3]

Should be visible now