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Mathematics
Set Theory, Logic, Probability, Statistics
Poisson/exponential process with step-wise decreasing rate
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[QUOTE="NotEuler, post: 5958785, member: 492298"] A brief addition: It seems that it's quite easy to find the average time until [I]n[/I] events have taken place. Each time interval is exponentially distributed, with mean duration 1/λ1, 1/λ2 and so on. Because of additivity of the mean, the mean until [I]n [/I]events have taken place is then simply sum of the means: 1/λ1+1/λ2+...+1/λn. Similarly, variance in the time until [I]n[/I] events have taken place is 1/λ1[SUP]2[/SUP]+1/λ2[SUP]2[/SUP]+...+1/λn[SUP]2[/SUP]. Does this seem correct? Still, my original intention was to figure out the mean number of events if the period of time is considered fixed. I'm curious if this can be done in a simple way. [/QUOTE]
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Set Theory, Logic, Probability, Statistics
Poisson/exponential process with step-wise decreasing rate
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