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Q17Section ST (Statistics (Q11–Q65))17 of 65

Covariances of Poisson process increments

Let {N(t):t≥0}\{N(t) : t \ge 0\} be a homogenous Poisson process with the intensity/rate λ=2\lambda = 2. Let X=N(6)−N(1)X = N(6) - N(1), Y=N(5)−N(3)Y = N(5) - N(3), W=N(6)−N(5)W = N(6) - N(5), Z=N(3)−N(1)Z = N(3) - N(1). Then which one of the following options is correct?

Options

Pick an option to check your answer. In a mock test a wrong answer here costs 1/3 mark.