- #1
superwolf
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Homework Statement
In a Poisson process with intensity λ, let X1 be the time until the first event and let X2 be the time between the first and the second event. Let Y be the time until the second event, that is, Y = X1 + X2. Find the density function f(y).
2. The attempt at a solution
Probability that no events occur in time y:
[tex]
p(0; \lambda X1) = e^{- \lambda t}
[/tex]
I don't know if this will be helpful at all...