Re: [問題] 一題隨機過程
看板Statistics作者Jordan23 (ShihChung Chuang)時間17年前 (2009/04/12 01:56)推噓1(1推 0噓 2→)留言3則, 2人參與討論串2/2 (看更多)
※ 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.
--
※ 發信站: 批踢踢實業坊(ptt.cc)
◆ From: 210.66.151.242
推
04/12 02:00, , 1F
04/12 02:00, 1F
→
04/12 02:01, , 2F
04/12 02:01, 2F
※ 編輯: Jordan23 來自: 210.66.151.242 (04/12 02:37)
→
04/12 17:22, , 3F
04/12 17:22, 3F
討論串 (同標題文章)