Chapter 5 - Exponential Distribution & the Poisson Process

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5.1 Intro

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5.2 Exponential Distribution

5.2.1 Definition

5.2.2 Properties of the Exponential Distribution

5.2.3 Further Properties of the Exponential Distribution

5.2.4 Convolutions of Exponential Random Variables

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5.3 The Poisson Process

5.3.1 Counting Process

5.3.2 Definition of the Poisson Process

5.3.3 Interarrival and Waiting Time Distributions

5.3.4 Further Properties of Poisson Processes

5.3.5 Conditional Distribution of the Arrival Times

5.3.6 Estimating Software Reliability

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5.4 Generalizations of the Poisson Process

(WIP)

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5.5 Random Intensity Functions and Hawkes Process

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