Show that if Xt and Yt are independent Poisson processes, then Xt + Yt is also...

Show that if Xt and Yt are independent Poisson processes, then Xt + Yt is also a Poisson process. ComputeP(Xt =1|Xt+Yt =n+1).

Expert Solution

We know X(t) is a poisson process with rate , if it satisfies

So here we have two independent poisson process X(t),Y(t) with parameter respectively. The solution is as follows

orchestra answered 2 years ago

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