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Conditional Yule birth times
...
Probability and statistics
Probability theory
Markov chain
Continuous-time Markov chain
Birth-death process
Yule process
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Words: 44
Given
X
t
=
n
+
1
, the
n
birth times in a Yule process have the law of the order statistics of independent variables with density
f
(
x
)
=
e
λ
t
−
1
λ
e
λ
x
,
0
≤
x
≤
t
.
(122)
This follows by dividing the joint holding-time density by
P
(
X
t
=
n
+
1
)
=
e
−
λ
t
(
1
−
e
−
λ
t
)
n
.
Ancestors
(9)
Yule process
Birth-death process
Continuous-time Markov chain
Markov chain
Probability theory
Probability and statistics
Area of mathematics
Mathematics
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