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GATE 2023 ST – Question 38

Stochastic Processes · Poisson and Birth-Death Processes · 2 marks · Multiple choice

N(t) is a rate-one Poisson process. I:P(N(3)=3 | N(5)=5)=binom(5,3)(3/5)³(2/5)². II:if S₅ is the fifth-arrival time,E(S₅ | N(5)=3)=7. Which hold?

  1. Only I
  2. Only II
  3. Both I and II
  4. Neither I nor II

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Correct answer: (C) Both I and II

Explanation

Given five arrivals by time 5,their locations are iid uniform on (0,5) before ordering,so the count by time 3 is Binomial(5,3/5),proving I. Given three arrivals by time 5,two more rate-one exponential waits are needed,with total mean 2. Hence the conditional mean fifth time is 5+2=7. **C**.

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