Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2014/iii/paper-35/1/a/solution

The likelihood function for the ordered arrival times of a Poisson process, including the absence of further arrivals before , is
The arrival-time constraint does not depend on . Equivalently, the Poisson distribution of the total count gives , which differs by a parameter-independent factor. Conditional on the count, the Poisson process conditional arrival times have density , independent of . Thus the total count contains all the information about the rate when the exposure is known; it is a sufficient statistic.

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