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发帖数: 155 | 1 {N(t)} be a Poisson process with rate r
If t is an independent random variable with distribution F, mean u, variance
v^2
how to computer var[N(t)]
我是这么做的
var[N(t)]= E[var(N|t)]+var(E[N|t])
E[N|t]=rt this part is trivial
but I do not know how to computer var(N|t)?
Thanks. |
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