Homework Statement
X_t and Y_t are poisson processes with rates a and b
n = 1,2,3...Find the CDF F_X{}_t{}_|{}_X{}_t{}_+{}_Y{}_t{}_={}_n(x)Homework Equations
The Attempt at a Solution
F_X{}_t{}_|{}_X{}_t{}_+{}_Y{}_t{}_={}_n(x)
=P(X_t<x|X_t+Y_t=n)
=\frac{P(X_t<x,X_t+Y_t=n)}{P(X_t+Y_t=n)}
Not...