How Is E(S5) Calculated in a Poisson Process?

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SUMMARY

The calculation of E(S5) in a Poisson process with rate λ involves understanding the inter-arrival times. Given that X(1) = 5, the expected time of the fifth occurrence, E(S5), is calculated as E(S5) = 5 / λ. This formula arises from the properties of the Poisson process, where the expected time until the nth event is n divided by the rate λ.

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Summary: inter-arrival times problem

Let {X(t) : t ≥ 0} be a Poisson process with rate λ.

a-) Let Si denote the time of the ith occurrence, i = 1, 2, . . . . Suppose it is known that X(1) = 5. Find ## E(S_{5}) ##.

My attempt: Is the answer simply ## n / \lambda = 5 / \lambda ##? Or is there more to it that I am missing?

Thanks for the help
 
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CTK said:
Summary: inter-arrival times problem

Let {X(t) : t ≥ 0} be a Poisson process with rate λ.

a-) Let Si denote the time of the ith occurrence, i = 1, 2, . . . . Suppose it is known that X(1) = 5. Find ## E(S_{5}) ##.

My attempt: Is the answer simply ## n / \lambda = 5 / \lambda ##?
Why would that be the answer?
 
PeroK said:
Why would that be the answer?
Hi PeroK. I guess I have just figured it out, so no worries. Thanks for your reply.
 

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