The Inhomogeneous Poisson Process : Introductory video
Before watching the video read the questions below. As you watch the video try to answer them
Questions
- Explain how the inhomogeneous Poisson process differs from the poisson process (the homogeneous one) that we introduced in previous videos.
- Give an expression for the probability $P(N(t)=0)$ if $N(t)$ is given by an inhomogeneous Poisson process with rate function $\lambda(t)$.
- State the fundamental theorem of calculus.
- Give an expression for the probability $P(N(t)=1)$ if $N(t)$ is given by an inhomogeneous Poisson process with rate function $\lambda(t)$.
- Try to derive an expression for $P(N(t)=2)$ if $N(t)$ is given by an inhomogeneous Poisson process with rate function $\lambda(t)$.
- Explain how the inhomogeneous Poisson process differs from the poisson process (the homogeneous one) that we introduced in previous videos.
- Give an expression for the probability $P(N(t)=0)$ if $N(t)$ is given by an inhomogeneous Poisson process with rate function $\lambda(t)$.
- State the fundamental theorem of calculus.
- Give an expression for the probability $P(N(t)=1)$ if $N(t)$ is given by an inhomogeneous Poisson process with rate function $\lambda(t)$.
- Try to derive an expression for $P(N(t)=2)$ if $N(t)$ is given by an inhomogeneous Poisson process with rate function $\lambda(t)$.