D*******a
发帖数: 3688 | 1 Suppose we have a renewal process {S_n} whose inter-event time sequence is {
X_n} and the inter-event time distribution has cdf F(t) and pdf f(t). The
process begins from time t=0.
Suppose you know that from t=0 to t=P, there is no event. And you know that
at time t=U, there exists one event. What's the probability that one event
occurs in (P, P+\Delta] for a small \Delta?
\Delta
|
=======(-)----------*-------> (time)
<--P-->
<------- U ------->
Without the observed event at t=U, | D*******a
发帖数: 3688 | 2 顶。。。求大家帮忙。。。
{
that
【在 D*******a 的大作中提到】
: Suppose we have a renewal process {S_n} whose inter-event time sequence is {
: X_n} and the inter-event time distribution has cdf F(t) and pdf f(t). The
: process begins from time t=0.
: Suppose you know that from t=0 to t=P, there is no event. And you know that
: at time t=U, there exists one event. What's the probability that one event
: occurs in (P, P+\Delta] for a small \Delta?
: \Delta
: |
: =======(-)----------*-------> (time)
: <--P-->
|
|
