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Part CCSIR NET December 2023competing-poisson-processes

Competing poisson processes

Suppose {X(t)} and {Y(t)} are two independent homogeneous Poisson processes with the same rate . Let ˣ and ʸ be the waiting times for the n-th arrival in each process. Which of the following statements are true?

  1. A.ˣ ʸ) = 11/16
  2. B.ˣ ʸ) = 1/2
  3. C.ˣ ʸ) = 13/16
  4. D.ˣ ʸ) = 1/4

You have the answer. Trap Analysis is why the other three were written.

Not a worked solution repeated four times — the specific reasoning error each wrong option was built to reward, and why this one tests dependence misread.

See pricing

50 are analysed free — try those first.

The trap it tests

Dependence misread

Independence, pairwise vs mutual, or correlation vs dependence.

Drill statements like this

Related counterexample: An irreducible chain with a stationary distribution converges to it

More on this topic

The chapter behind this: Markov chains: classification and stationary behaviour — free to read

From Limit Theorems and Markov ChainsMarkov chains: classification of states, stationary distributions

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