The interarrival time for a poisson process is given as
$ \Bbb E[T_i] = 1/\lambda $
How can I compute the arrival time for the $nth$ jump from this. Surely its not equal to $n/\lambda$ ?
The interarrival time for a poisson process is given as
$ \Bbb E[T_i] = 1/\lambda $
How can I compute the arrival time for the $nth$ jump from this. Surely its not equal to $n/\lambda$ ?
I would say that the time of occurrence 'n' events in the Poisson Process (ie the sum of n values of the random variables with exponential probability distribution) has a Erlang probability distribution (special case of gamma probability distribution).
The mean value $E(t) = \frac{n}{\lambda}$ and dispersion $D = \frac{n}{\lambda^2}$