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Poisson Process and Gamma Distribution 

Stat Courses
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Introduce the Poisson process and show that the time to the nth arrival of a Poisson process follows a gamma distribution

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23 окт 2024

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Комментарии : 14   
@unam2616
@unam2616 3 года назад
thank u! your explanation is really helpful and the clearest i have ever seen! hope you could add more videos~
@양유진-k7h
@양유진-k7h 6 лет назад
I got a hint for my work thanks to this video! What a great explanation. Thank you very much😍😘😘
@karannchew2534
@karannchew2534 3 года назад
Note for future revision. X = Inter arrival time = Time to first arrival = Time to next arrival (as each is independent). PDF of X ~ Exp(λ) Sn = Time to n-th arrival = Accumulated inter arrival times, Xes, up to n-th arrival = X1 + X2 + ... + Xn. PDF of Sn ~ G(n,λ) = Gamma Distribution
@গোলামমোস্তফা-শ৮থ
Random variable N(t) follows the poisson distribution but how the rate is λt?
@manuelchamp7154
@manuelchamp7154 3 года назад
Thank you
@muratcan__22
@muratcan__22 6 лет назад
the best in Gama Dist
@eligacasan3807
@eligacasan3807 3 года назад
Thank you!
@abhisekmishra2817
@abhisekmishra2817 4 года назад
can Gamma distribution be derived from exponential distribution rather than Poisson's dist? Considering summation of r random exponential variables...
@ChernobylPizza
@ChernobylPizza 7 лет назад
You disappeared for 3 years....
@kiprutotallam7731
@kiprutotallam7731 7 лет назад
I don't get the expression that N(t2) >=N(t1). Is this an assumption?.
@StatCourses
@StatCourses 7 лет назад
Kipruto Tallam, it is an assumption. For example, if 5 events have happened at time t1, you should at least have 5 events after time t1.
@harryhariharan1496
@harryhariharan1496 4 года назад
It is a tautology! Events that have already happened cannot be erased.
@AvinashKumar-cz2yy
@AvinashKumar-cz2yy 3 года назад
@@StatCourses could you please tell the reference material and books you used. This is the best explanation on how gamma distribution arises. I haven't found any text book which explains this clearly.
@anubhavsharma6064
@anubhavsharma6064 2 года назад
In 6 minutes I got 3 youtube Ads, 4th on 18th minute, wth going on here.
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