 Poisson change-point posterior

For an Inhomogeneous Poisson process whose known positive intensity changes from ${\lambda }_1$ to ${\lambda }_2$ at an unknown time $\theta \in (0,T)$, the ordered arrival-time likelihood function isUnder a uniform prior, each interval between successive arrivals has an exponential posterior density with rate in the exponent ${\lambda }_2-{\lambda }_1$. Its integrated weights allow exact interval selection followed by a truncated exponential draw; when the two rates coincide, the Bayesian posterior is uniform and the data contain no change-time information.