Recent content by tottijohn

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    Newton-Raphson method in non-homogeneous poisson process

    I have managed to solve (c). Here is the equation i got for (e): g(t) = (3 + 6t)e^-2t - 0.0513 = 0 g'(t) = -12te^(-2t) tn+1 = tn - [(3 + 6tn)e^-2tn - 0.0513]/-12tne^(-2tn) I am not sure how to proceed with NR to get the time of 95% certain?
  2. T

    Newton-Raphson method in non-homogeneous poisson process

    Both. I know the probability of extinction by each generation can be calculated using Newton_Raphson method given p.g.f. and finding p and q, but I am not sure how to apply to this question.
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    Newton-Raphson method in non-homogeneous poisson process

    Homework Statement The rate of occurrence of events in a non-homogeneous Poisson process is given by: λ(t)=12t e-2t. (c) Find the p.d.f. of the time until the first event occurs after time t = 1. (e) After what time is it 95% certain that no further events will occur? Homework Equations...
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