Problem
The Problem
Customers arrive at a store according to a Poisson process with rate per hour.
- Given that exactly customers arrived in the time interval , what is the joint distribution of their arrival times?
- Show that the inter-arrival times are i.i.d. .
- Memoryless property: Given that no customer has arrived in the last hours, what is the distribution of the additional time until the next arrival?
- Order statistics property: Given arrivals in , the arrival times (sorted) have the same distribution as the order statistics of i.i.d. random variables. Prove this.