Summary: Comparing Poisson processes
Consider 2 independent PP's {N1(t)} and {N2(t)} with
rates 1 and 2, and event times S1
i and S2
i .
Then
P(S1
1 < S2
1) = . . .
=
1
1 + 2
P(S1
2 < S2
1) = . . .
= P(S1
1 < S2
1)P(S1
2 < S2
1|S1

Source: Al Hanbali, Ahmad - Department of Applied Mathematics, Universiteit Twente

Collections: Engineering