Superposition of Two Rate-Specific Poisson Processes
Stochastic Processes
Poisson Process
Easy
Hint 1
Over any fixed interval, the counts of two independent Poisson processes are independent Poisson variables.
Hint 2
A sum of independent Poisson variables is Poisson with the sum of their means.
Show worked solution
1. Sum independent Poisson counts
Over an interval of length , the two counts are independent Poisson with means and , so their sum is Poisson with mean .
2. Read off the combined rate
The combined process is Poisson with rate equal to the sum of the individual rates.
Answer: 11
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