ZH_SRJH_226

Counting Process:
A stochastic process N t , t  0 is said to be a counting process if N t  represents the total number of
“events” that have occurred by time t .
Example:
1. If N t  represents the total number of customers entered to a super market up to time t , then
N t , t  0 is called counting process.
2. If we say that an event occurs whenever a child is born, then N t , t  0 is a counting process
when N t  the total number of people who were born by time equals t .

Properties or Criteria’s of Counting Process:

A counting process N t  must satisfy the following properties:
1. N t  is no negative integer valued i.e. N t   0

2. Nothing will happen by time zero i.e. N  0   0

3. P{N (0)  0}  1
4. If s  t , then N s   N t 

5. For s  t , N t   N s  equals the number of events that have occurred in the interval ( s, t )

Assumption:
1. Independent Increment
2. Stationary Increment.

1. Independent Increment:
A counting process is said to be counting process with independent increment if the numbers
of events that occur in disjoint time intervals are independent.
Explanation: A counting process {N (t ); t  0} is said to be a process with independent

increment if for t1  t2   tn the events

 N (t2 )  N (t1 ) ,  N (t3 )  N (t2 ) ,  N (tn )  N (tn1 )  are independent.

2. Stationary Increment:
A counting process is said to be a process with stationary increments if the distribution of the
number of events that occur in any interval of time depends only on the length of the time
interval not of the end point.

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 ZH_SRJH_226

Explanation:
The process has stationary increments if the number of events in the interval t1  h , t 2  h 
i.e., N t 2  h   N t1  h  has the same distribution as the number of events in the interval

t1 , t 2  i.e., N t 2   N t1  for t1  t 2 and s  0 .

Poisson Process:

A counting process N t , t  0 is known as a Poisson process with parameter  , then under certain
assumptions N t  follows Poisson distribution with mean t , i.e.,

e t t n
Pn t   PrN t   n  ; n  0, 1, 2, ... ...
n!

Assumptions or Properties:
i) The number of events in different disjoint time intervals are independent
ii) The distribution of number of events depends only on the length of the interval
iii) The number of occurrences at time 0 is zero. i.e., N 0  0

iv) P0  0   1 , P1  0   0

v) Number of occurs by a short time h is, PN h   1  h  Oh 

vi) PN h   2  Oh 

Statement:
If N t , t  0 is a Poisson process with parameter  , then under certain assumptions N t  follows
Poisson distribution with mean t , i.e.,
e t t n
Pn t   PrN t   n  ; n  0, 1, 2, ... ...
n!
Derivation:
In order to derive Poisson process, Let
P0  t  h   Pr  N  t  h   0
 Pr  N  t   0, N  t  h   N  t   0
 Pr  N  t   0  Pr  N  h   0
 P0  t   1  Pr  N  h   1
 P0  t   1  Pr  N  h   1  Pr  N  h   2
 P0  t   1   h  O  h    O  h   O  h   O  h  and O  h   O  h  

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 P0  t  h   P0  t    hP0  t   O  h   O  h   any Value  O  h  

P0  t  h   P0  t  O h
 lim   P0  t   lim
h 0 h h 0 h
 P0  t    P0  t 
P0  t 
  
P0  t 
P0  t 
    dt  Integrating both sides w. r. to t 
P0  t 
 ln P0  t    t  C
 P0  t   ke  t  Here, k  e c  ... ... ... 1

From 1
P0  0   ke   0  1  k 1

Now, P0 t   e   t    2
Pn t  h   PrN t  h   n
 PrN t   n, N h   0  PrN t   n  1, N h   1  PrN t   n  2, N h   2  
 Pn t  Pr N h   0  Pn 1 t  Pr N h   1  Pn  2 t  Pr N h   2  
 Pn t 1   h  Oh   Pn 1 t  t  Oh   Oh 
 Pn t    hPn t    hPn 1 t   Oh 
 Pn t  h   Pn t    hPn t    hPn 1 t   Oh 
Lim Pn t  h   Pn t  Lim Oh 
   Pn t   Pn 1 t  
h0 h h0 h
 Pn t    Pn t   Pn 1 t 
 Pn t    Pn t   Pn 1 t 
 e  t Pn t    Pn t   e  t Pn 1 t 


d t
dt
 
e Pn t   e  t Pn 1 t     3 

mx d mx
 
  e  f x   mf x   dx e f x  


When, n  1
d t
dt
 
e P1 t   e  t P0 t 


d t
dt
 
e P1 t   e  t e  t


d t
dt

e P1 t    
 e  t P1 t    t  c Integratin g both sides w.r.t. t 
 P1 t   e  t
 t  c     4

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For t  0
P1  0   e  0   0  c   P1  0   0 
0c
c0
e t (t )1
Now P1  t    5
1!
From equation 3 when n  2

let n  2 in equation (4)

et P2 (t )    e t P1  t  dt
   e t e   t t dt
  2  t dt
 2t 2
 c ... ... (6)
2
let t  0 in equation (6)
P2 (0)  c
 c 0
e  t  t 
2

 P2  t  
2!
e  t  t 
n

Similarly, Pn  t   ; n  0,1, 2,
n!

So, if N t , t  0 be a Poisson process with parameter  , then under above assumptions N t  follows
Poisson distribution with mean t , i.e.,
e t t n
Pn t   PrN t   n  ; n  0, 1, 2, ... ...
n!

Difference between Markov Chain and Poisson Process:

In Markov Chain the process is the discrete state space and discrete time. But in Poisson process the

process is the discrete state space and continuous time.

Properties of Poisson Process:

1. Mean  t , Variance  t

2. Probability generating function Ps   e  s 1t

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 ZH_SRJH_226

3. Sum of independent Poisson process is also a Poisson process.

4. The difference of two independent Poisson process is not a Poisson process.

5. Random selection from a Poisson process is also a Poisson process.

6. Suppose N t , t  0 be a Poisson process such that st then

k nk
 n  s   s
PrN s   k | N t   n     1   ; k  0, 1, 2,  .
 k  t   t

7. Suppose N t , t  0 be a Poisson process then the autocorrelation coefficient between N t 

and N t  s  is
t
.
ts

Property-3: Sum of Independent Poisson Process is also a Poisson Process.

Proof:
Let N i t  i  1, 2,  , n  are independent Poisson process with rate  i i  1, 2,  , n  respectively.

We know that, p.g. f . of Poisson process, N i t   e i s 1t

Now, p.g. f . of
n
 N i t   e  s 1t  e  s 1t
1 2
 e n s 1t
i 1

 e 1  2 ... ...  n s 1t

n
 i s 1t
 e i 1
n
Which is the p.g. f . of a Poisson process with rate  i .
i 1

So that, sum of independent Poisson process is also Poisson process.

Property-4: The difference of Two Independent Poisson Process is not a Poisson Process.

Proof:
Let N 1 t  and N 2 t  be two Poisson process with parameter 1 ,  2 respectively.
Let,
N t   N 1 t   N 2 t 

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The p.g. f . of N t  is

   
E s N t   E s N1 t  N 2 t 
 E s Es   
N1 t  N2 t
Since N 1 t  and N 2 t  are independent
 1    
 E s    E s   E  
N2 t
N t N1 t

s  
1 
2t  1
1t s 1 s 
e e
t
2
 e 1ts  e 1t  e s  e  2 t
 t
 1ts  2 
 e 1  2 t  e  s

Which is not a p.g. f . of Poisson process.

 N t   N1 t   N 2 t  is not a Poisson process.

Property-5: Random selection from a Poisson process is also a Poisson process.

Statement:
A random selection from a Poisson process is also a Poisson process. Suppose N t  , the number of
occurrences of an event E in an interval of length t is a Poisson process with parameter  . Suppose
also that each occurrence of E has a constant probability P of being recorded and that the recording
of an occurrence is independent of that of other occurrences and also of N t  .

 If M t  is the number of occurrences recorded in that interval of length t , then M t  is also a

Poisson process with parameter P . And
 if K t  is the number of occurrences non-recorded in that interval of length t , then K t  is
also a Poisson process with parameter q  p  q  1 .

Proof:
The event M t   n can happen in following mutually exclusive ways.

Ar : E occurs n  r  times by epoch t and exactly n out of n  r  occurrences are recorded,

probability of each occurrence recorded being P, r  0, 1, 2, ... .

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Pr  Ar   Pr E occurs  n  r  times by time t  Pr n occurrences are recorded

given that the numer of occurrences is  n  r 
e  t   t 
nr
n r n r
  q  1 p
 n  r !  n 
pq

Now,

PrM t   n   PrAr 
r 0

e t t n  r  n  r  n r
  n  r !  
 n 
 p q
r 0

pt n qt r
 e  t  n! r!
r 0
 t
pt  n 
qt r

e

n! r 0 r!
e t pt n qt
 e
n!
e t 1 q  pt n

n!
e pt pt n

n!

Thus M t , t  0 is a Poisson process with parameter p .

Again,

B r : E occurs n  r  times by time t and exactly r out of n  r  occurrences are non-recorded,

probability of each occurrence non-recorded being 1  p  q, r  0, 1, 2, ... .

PrB r   PrE occurs n  r  times by epoch t Prr occurrence s are non - recorded
given that the numer of occurrence s is n  r 


e t 
 t nr
n  r r n
  q p q  1  p 
n  r !  r 
Now,

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 ZH_SRJH_226

 
e  t t n  r n  r r n
PrK t   r   PrB r      q p
n 0 n 0 n  r !  r 

pt n qt r
 e  t  n! r!
n 0

e t qt r 
pt n

r!
 n!
n 0


e  t
qt  r
e pt
r!
e t 1 p  qt r e qt qt r
 
r! r!
Thus K t , t  0 is a Poisson process with parameter q .

k nk
 n  s   s 
Property-6: If M t , t  0 is Poisson Process and s  t Then PrN s   k | N t   n     1   .
 k  t   t

Proof:
PrN s   k and N t   n
PrN s   k | N t   n 
PrN t   n
PrN s   k and N t  s   n  k 

PrN t   n
PrN s   k   PrN t  s   n  k 

PrN t   n
e s s k e  t  s   t  s n  k


k! n  k !
e t t n
n!
e t s k  t  s n  k n!

k! n  k ! e t n
  t

k nk
n!  s   t  s 
    
k! n  k !  t   t 
k nk
 n  s   s
    1   Proved 
 k  t   t

This is the relation between Poisson process and Binomial Distribution.

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 ZH_SRJH_226

Property- 7: Suppose N t , t  0 be a Poisson Process then the Autocorrelation Coefficient between

N t  and N t  s  is
t
.
ts

Proof:
Since {N (t ); t  0} is a Poisson process with parameter  then
EN T   T and V N T   T
and  2

E N T   T  T  2
for T  t and t  s

Since N t  and N t  s   N t  are independent, then

E  N  t  , N  t  s   E  N  t   N  t  s 


 E N  t   N  t  s   N  t   N  t   
 
 E  N  t   N  t   E N  t   N  t  s   N  t  
 E  N 2  t   E  N  t  E  N  s 
   t  ( t ) 2    t   s

Thus the auto-covariance between N t  and N t  s  is given by

Cov t , t  s  E  N  t   N  t  s   E N  t  E N  t  s 
 E  N  t   N  t  s   E N  t  E N  t  s 
  t   2t 2   2ts   t    t  s 
 t
Hence the auto-correlation function is:
Cov t , t  s t
 t, t  s   
V  N  t  V  N  t  s  t    t  s 
t t
 
 2t  t  s  ts

t
  t, t  s  
ts

40
 ZH_SRJH_226

Example:
Suppose that customers arrive at a Bank according to a Poisson process with a mean rate  per
minute. Then the number of customers N t  arriving in an interval of duration t minutes follows
Poisson distribution with mean t . If the rate of arrival is 3 per minute, then in an arrival of 2
minutes, find the probability that the number of customer arriving is:
i) Exactly 4. ii) Greater than 4. iii) Less than 4.

Solution:
i) The Probability that the number of customers arriving exactly 4 is:

e  t   t 
4

P{N (t )  4}  ; Where   3 and t  2

4!
e6  6 
4

  0.133
4!

Comments: The probability that the number of customers arrived in exactly 4 is 0.133

ii) Greater than 4 is:

P{N (t )  4}  1  P{N (t )  4} ; Where   3 and t  2
 1  [ P{N (t )  0}  P{N (t )  1}  P{N (t )  2}  P{N (t )  3}  P{N (t )  4}]
e6  6  e6  6  e6  6  e 6  6  e 6  6 
0 1 2 3 4

 1    
0! 1! 2! 3! 4!
 1  0.285
 0.715

Comments: The probability that the number of customers arrived in greater than 4 is 0.715

iii) Less than 4 is:

P{N (t )  4}  [ P{N (t )  0}  P{N (t )  1}  P{N (t )  2}  P{N (t )  3}]

e 6  6  e 6  6  e 6  6  e 6  6 
0 1 2 3

   
0! 1! 2! 3!
 0.152
Comments: The probability that the number of customers arrived in less than 4 is 0.152

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Inter arrival Time:

The intervals between successive occurrences are called inter arrival times. Suppose Ti denotes the
time between two successive occurrences E i and E i 1 of a Poisson process N t , t  0 . The sequence
Ti , i  1, 2, ... is called sequence of inter arrival times. And its distribution is given by

f T   e t ; T 0 and   rate of arrivales

Theorem: Derivation of Inter arrival Time.

The interval between two successive occurrences of a Poisson process N t , t  0 having parameter

 has a exponential distribution with mean 1 .

Proof:
Let X be the random variable representing the interval between two successive occurrences of
N t , t  0 and let PX  x  F x  be its distribution function.
Let us denote two successive events by E i & E i 1 and suppose that E i occurred at the instant t i .
Then,
PX  x  PE i 1 did not occur in t i , t1  x  given that E i occurred at the instant t i 
 PE i 1 did not occur in t i , t1  x  | N t i   i 
 Pno occurrence take place in an interval t i , t1  x  of length X | N t i   i 
 PN x   0 | N t i   i 
 PN x   0
 e  x

Now,
F x   PX  x
 1  PX  x
 1  e  x ;x 0

Then, the density function is

f x  F x   e  x ; x  0

Conditional Distribution of Inter arrival Time:

Statement:
Let {N (t ), t  0} is a Poisson process with parameter  .Suppose one arrivals occurred with in a
given time s (where s  t ) then the conditional distribution of inter arrival tome of that event

becomes constant. i.e. {T1  s N (t )  1} is constant.

42
 ZH_SRJH_226

Proof:
Since Poisson process follows independent an stationary increments than time of successive
occurrences should be uniformly distributed 0, t  , that is for s  t
PrT1  s and N t   1
PrT1  s | N t   1 
PrN t   1
Pr1 event occures at 0, s  and no events during s, t 

PrN t   1
PrN s   1 PrN t  s   0

PrN t   1
se s e  t  s 

 t e t
s
  constant
t

Waiting Time:
Waiting time is the time required for n th event occurred.
Or,
If Ti (i  1, 2, ... n) represents the sequence of inter arrival times then two time until n th event is
n
S n   Ti ;n 1
i 1

The quantity of interest S n , the arrival time of n th event, is known as waiting time until the n th event
occurs. Let Ti  be a sequence of inter arrival time then it is denoted by
n
S n   Ti ;n 1
i 1

Statement:
Let T1 , T2 , ... , Tn represents the inter arrival time between successive occurs of Poisson process.

Then, fTi (t )   e  t , t  0

Since, Ti are independent and identically distributed random variable.

Sn  T1  T2 ,  ...  Tn
Here, Ti follows exponential distribution with parameter  and S n follows gamma distribution with
parameters n,  . That is, the probability density of S n is given by

n
f S n t   e t t n 1 ; t0
n

43
 ZH_SRJH_226

Example:
Suppose car passes Prantic Gate at a Poisson rate of 1 per minute. If 5% of the cars are Toyota then
a) What is the probability that at least one Toyota passes by during an hour.
b) Given that 10 Toyotas had passed by an hour, what is the expected number of cars has passed
by at that time.
c) If 50 cars have passed by an hour, what is the probability that 5 of them are Toyotas.

Solution:
Let N t   number of cars passed by Prantic Gate at rate 
N 1 t   number of Toyotas passed by Prantic Gate at rate 1
N 2 t   number of non-Toyotas passed by Prantic Gate at rate 2

Then N t  is a Poisson process with rate   1 per minute.

N 1 t  is a Poisson process with rate 1   p  0.05 1  0.05 per minute.

N 2 t  is a Poisson process with rate 2  q  0.95 1  0.95 per minute.

a)

P  N1  60   1
 1  P  N1  60   0
 1  e0.0560
 1  e3
 0.95
Comment: The probability that at least one Toyota passes by during an hour is 0.95 .

b)

E  N  60   n | N1  60   10
 E 10  N 2  60 
 10  2  60
 10  0.95  60
 67
Comment: Given that 10 Toyotas had passed by an hour, the expected number of cars has passed by
at that time is 67 .

44
 ZH_SRJH_226

c)

P  N1  60   5 | N  60   50
 50 
   p 5 1  p 
50 5

5 
 50 
    0.05   0.95 
5 50 5

5 
 0.07
Comment: 50 cars have passed by an hour, the probability that 5 of them are Toyotas is 0.07 .

Example:
Suppose that customers arrive at a counter in accordance with a Poisson process with mean rate of 2
per minute   2 / minute  . Then the interval between any two successive arrivals follows exponential

1 1
distribution with mean  minute. What is the probability that the interval between two successive
 2
arrivals is
a) More that 1 minute
b) 4 minutes or less
c) Between 1 and 2 minutes
d) Find the expected time until the 9th customer.
e) What is the probability that time required until 9 th customers is more than 3 minutes.

Solution:

Given, Customers arrive at a Poisson rate   2

min utes
Suppose x represents time between two successive arrivals then
f x  e x ; x0

 
a) P  x  1   f ( x)dx  2  e 2 x dx  e 2  0.135
1 1

Comments: The probability of the interval between 2 successive arrivals is more than 1 minute is
0.135

b) P  x  4  1  P  x  4  1  2  e 2 x dx  1  e 24  1  e 8  0.99967
4

Comments: The probability of the interval between 2 successive arrivals is 4 minute or less is
0.99967.

45
 ZH_SRJH_226

2 2
c) P 1  x  2   f ( x)dx  2  e 2 x dx  [e 2 x ]12  e 2  e 4  0.117
1 1

Comments: The probability of the interval between 2 successive arrivals between 1 and 2 minutes is
0.117.

d) Let S 9 represents the time until 9 th customers.

 S9 follows Gamma distribution n  9,   2

n
We know expected waiting time is E[ S9 ]  .

n 9
Thus the expected time until the 9th customer is   4.5 minutes.
 2
Comments: Average time requires for the arriving 9 th customers is 4.5 minutes.

e)
n
Pr{S9  3}  e  t t n 1
n
29 2t 91
  e t dt
9
29 2t 8
  e t dt
9

46
 ZH_SRJH_226

Generalization of Poisson Process:

Compound Poisson Process:

A stochastic process X t , t  0 is said to be a compound Poisson process if it can be represented as
N t 
X t   Yi ;t  0
i 1

where N t , t  0 is a Poisson process and Yi , i  t  is a family of independent and identically

distributed random variables which are also independent of N t , t  0 . The random variable X t  is
said to be a compound Poisson random variable.

Assumptions of Compound Poisson Process:

i) The number N t  of clusters in time t i.e. the points at which clusters occur constitute a
Poisson process with rate  .

ii) Each cluster has a random number of occurrences i.e. the number X i of occurrences in

i th cluster is a random variable. The various clusters at different instant of time are
mutually independent and follows the same probability distribution
P X i  k   Pk ; k  1, 2,  and i  1, 2, 

and having p.g. f .


Ps    Pk s k
k 1

Example: Suppose customers leave a supermarket according to a Poisson process  N  t  , t  0  . If Yi

the amount money spent by the i th customer, i  1, 2, ... , are independent and identically distributed,
N (t )
then X (t )  Y
i 1
i is a compound Poisson process where X t  denotes the total amount of money

spent by all customers.

47
 ZH_SRJH_226

Mean of Compound Process:

E X t   E EX t  | N t  ... ... ... 1
Now,


E X t 
N t 
  

N t 
 E   Y | N t 
i

 i 1 
 N t  
 E   Yi 
 i 1 
N t 
  E Yi 
i 1
 N t E Yi 

From equation 1 we get,

EX t  EN t E Yi 
  t E Yi 

Variance of Compound Process:

V X t   V EX t  | N t   E V X t  | N t  ... ... ... 2
 N t  
V X t  | N t   V   Yi | N t 
 i 1 
 N t  
 V   Yi 
 i 1 
N t 
 V Yi 
i 1
 N t V Yi 

From equation 2

V X t  V N t E Yi   E N t V Yi 
  t E Yi 2   t V Yi 

  t E Yi 2  V Yi  
 
  t E Yi 2

Example:
Suppose that families migrate to an area at a Poisson rate   2 per week. If the number of people in
1 1 1 1
each family is independent and takes on the values 1, 2, 3, 4 with respective probabilities , , ,
6 3 3 6
then
a) What is the expected value and variance of the number of individuals migrating to this area
during a fixed five week period?
b) What is the probability that at least 240 people migrate to the area within the 50 weeks.

48
 ZH_SRJH_226

c) What is the probability that at least 240 people migrate to the area in the next 1 year.

Solution:
a) Let,
N (t ) =Number of families migrating with rate   2 per weeks.
th
Yi = number of individuals in i family,
N (t )
X (t )   Yi represents the total number of people migrating in time t .
i 1

we have,
Yi 1 2 3 4
P Yi 
1 1 1 1
6 3 3 6

E Yi   Yi PYi   1   2   3   4  

1 1 1 1 5
6 3 3 6 2
   
E Yi 2  Yi 2 PYi   12   2 2   3 2   4 2  
1
6
1
3
1
3
1 43
6 6
Hence, letting X 5 denote the number of immigrants during a five-week period, we get

E X 5    t E Yi   2  5 
5
 25
2

 
V X 5    t E Yi2  2  5 
43 215
6

3
Comment: On an average 25 individuals migrating in this area with five weeks
215
inter and var iance is .
3

b) EX 50    t E Yi   2  50   250

5
2
and  
V X 50    t E Yi 2  2  50 
43
6
 716

Now,

 X  50   250 240  250 

P  X  50   240  P   
 716 716 
 P Z  0.39  0.6525

Comment: The probability that at least 240 people migrate to the area within the 50 weeks is
0.6525 .

c)
We know, 1 year = 52 weeks

49
 ZH_SRJH_226

V  X 52    t E  Yi 2   2  52   745.3333  745

5 43
E  X 52    t E  Yi   2  52   260 and
2 6

Now,

 X  52   260 240  260 

P  X  52   240  P   
 745 745 
 P Z  0.7327 
Comment: The probability that at least 240 people migrate to the area in the next 1 year is 0.6525 .

Non-homogeneous Poisson Process:

The counting process N t , t  0 is said to be a non-homogeneous Poisson process with intensity
function  t , t  0 , if
i) N 0   0

ii) N t , t  0 has independent increments

iii) PN t  h   N t   1   t h  Oh 

iv) PN t  h   N t   2  O h 

r
If we let, mt      y dy then it can get
0

PN t  s   N s   n  e ms t  ms 

ms  t   ms n ;n  0
n!
That is, N t  s   N s  is a Poisson random variable with mean mt  s   ms  . Since this implies that
N t  is Poisson with mean mt  , we call mt  the mean value function of the non-homogeneous

Poisson process.

Q. What is the difference between Homogeneous & Non homogeneous Poisson Process.
Difference between Homogeneous & Non homogeneous Poisson Process are follows:

Homogeneous Poisson Process Non homogeneous Poisson Process

01.the rate of arrivals follows Poisson distribution 01. The rate of arrivals varies time to time.
with parameter 
02. This process is stationary and independent 02. This process is only independent increment.
increment.

03. Suppose N  t  be a random variable 03. Suppose customers leave a supermarket

50
 ZH_SRJH_226

representing the number of motor cars passing according to a Poisson process  N  t  , t  0  . If

 
Prantic gate of JU with a certain rate during a
Yi the amount money spent by the i th
particular time t then  N  t  ; t  0 is known as
customer, i  1, 2, ... , are independent and
the homogeneous poison process.
N (t )
identically distributed, then X (t )  Y
i 1
i is a

compound Poisson process where X t  denotes

the total amount of money spent by all customers

Homogeneous in Time:
The value of the process in any interval of time depends only on the length of interval and is
independent of where the interval is situated. Thus Pn t  gives the probability of the number of
occurrences in the interval t , t  t1  for every t1 .
Theorem:
Let X and Y follow Poisson process with respective means 1 and  2 . Show that the conditional
distribution of X given X  Y is binomial.

Proof:
Since X and Y follows Poisson process with respective means 1 and  2 , X  Y  Z (say) also
follows a Poisson process with mean 1   2  .

Thus we have,

51
 ZH_SRJH_226

PrN  X   k and N Z   n
PrN  X   k | N Z   n 
PrN Z   n
PrN  X   k and N Z  X   n  k 

PrN Z   n
PrN  X   k  PrN Z  X   n  k 

PrN Z   n
e 1 1 k e 2  2 n  k


k! n  k !
e 1  2  1   2 n
n!
e 1 1 k e 2  2 n  k n!

k! n  k ! e  1  2 
1   2 n
nk
n! 1  2
k

k! n  k ! 1   2 n
k nk
n!  1   1 
   1  
k! n  k !  1   2   1   2 
k nk
 n  1   1 
    1  
 k  1   2   1   2 
1
Which follows a binomial distribution with parameters n and . Proved 
1   2

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