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Poisson process conditional arrival times
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Probability and statistics
Probability theory
Poisson process
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Conditioned on
N
t
=
n
, the arrival times are distributed as the order statistics of
n
independent uniform points on
[
0
,
t
]
. Their conditional joint density on
0
<
s
1
<
⋯
<
s
n
<
t
(45)
is
n
!
/
t
n
, obtained by dividing the Poisson-process density
λ
n
e
−
λ
t
by
P
(
N
t
=
n
)
.
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Poisson process
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