作者xu3jp68 (信箱爆炸..XD)
看板Statistics
標題[問題] Definition the poisson process
時間Sun May 21 15:38:06 2006
The number of in any interval of length t is poisson distribution with
mean λt That is for all s,t≧0
(λt)^n
P{N(t+s)-N(s)=n}=(e^-λt) ----------
n!
該如何利用這個證明
P(N(h)=1)=λh+o(h)
P(N(h)≧2)=o(h) o(h):big o function
出處:Probability model eighth edition by Ross P289.290
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