(adsbygoogle = window.adsbygoogle || []).push({}); 1. The problem statement, all variables and given/known data

Let [itex]N(t)[/itex] be a Poisson process with intensity [itex]a[/itex]. Let [itex]T[/itex] be the occurrence of the first event in [itex](0,t][/itex] for some [itex]t>0[/itex], if there is such a one. If there are no events in [itex](0,t][/itex] we set [itex]T=t[/itex]. Compute [itex]E(T)[/itex].

2. Relevant equations

None.

3. The attempt at a solution

I have no clue, but I would really appreciate some help.

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# Question on Poisson processes

Can you offer guidance or do you also need help?

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