作者Jordan23 (ShihChung Chuang)
看板Statistics
标题Re: [机率] 一题随机过程
时间Sun Apr 12 01:56:14 2009
※ 引述《hanabiz (叛逆之臣也)》之铭言：
: ※ [本文转录自 Math 看板]
: 作者: hanabiz (叛逆之臣也) 看板: Math
: 标题: [机率] 一题随机过程
: 时间: 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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1F：推 hanabiz:原来可以用interarrival time 来检验 04/12 02:00
2F：→ hanabiz:我懂你的结果 但可不可以教我一下怎麽做@@? 感谢你 04/12 02:01
※ 编辑: Jordan23 来自: 210.66.151.242 (04/12 02:37)
3F：→ casella123:原来篮球退休後专心做统计 果真是高手 04/12 17:22