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Topic: Stochastic processes and poisson processes Let W1,W2, ... be the event times in a Poisson...

Topic: Stochastic processes and poisson processes

Let W1,W2, ... be the event times in a Poisson process {X(t); t > 0} of rate 2. Suppose it is known that X(1) = n. For k<n,

what is the conditional density function of W1,....Wk-1,.....,Wn given that Wk=w

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