b) Interarrival times of a Poisson process are exponentially distributed
Let τ 1 = the time until the next arrival from t0
to t1
i.e. (t1
- t0
)
And t P t P t e
− ⋅
> = =
µ
(τ ) ( )
1 0
Then t P t F t e
− ⋅
≤ = = −
µ
τ
(τ ) ( ) 1 1 1
and ( ) 0
1
= >
− ⋅
f t e for t
µ t
τ µ
Similarly, the random variables , ,... ,... 1 2 n
τ τ τ of interarrival times are independent of each other
and each has an exponential distribution with mean 1/µ