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※ 編輯: Jordan23 來自: 210.66.151.242 (04/12 02:37)
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※ 引述《hanabiz (叛逆之臣也)》之銘言：
: ※ [本文轉錄自 Math 看板]
: 作者: hanabiz (叛逆之臣也) 看板: Math
: 標題: [機率] 一題隨機過程
: 時間: Sat Apr 11 21:24:34 2009
: let N(t) be a Possion process of rate 入(浪打).
: let N'(t) be a process in which we count only even-numbered arrivals;
: that is, arrials 2, 4, 6,...., of the process N(t).
: is N'(t) a Poisson process?
: THX
No! The interarrival time of Poisson process N(t) obeys an exponential
distribution with rate λ. The interarrival time of N'(t) obeys gamma
distribution, so it is not a Poisson process. At most, it can be said a
renewal process.
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