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Theorem Grew that Nltl n the n arrival times S Sn
have the same distribution as the order statistics corresponding
to n independent random variables uniformlydistributed on the
interval at
D let Ya Yn be v.v s Their order statistics
but 7221 Tenn are the values of Yi Tn in increasingorder
Last time we showd that if Ya Tn are i i d UniformCEOED
the joint Pdf of Ya i r Yen is fly yn n for any 0 Lie synst
Proof of Theorem We will show that the jointdensity ofn
Se SngivenNCH nis fGii sn Nltsn n
t s no events
n 3O F EI S3
The event Si si Sn Sn Nlt n for see snoot
is the same as the event that the first n I interarrnal
times T Tnt satisfy Ta Si Tze Sz Si Tn Sn Sn e
Tnt t Sn
Thus fCsi Sn INCH n fCsi sis Tnt t Sn
p n
f LI Si Tz Sz Si Tn Sn Sn e Tum t Sn
FthX e S de des si de Nsu
Snele dit Sn yn e At
City Intent Its
Now suppose thatwe label events of a Poisson process into a
possible types s t at each true s Keene is a distribution Pics
i t k s t PCerent occurring at times is type i Pics
the type selection B indep of what previouslyoccurred
Proposition let Milt Type i events by true t Then N Ith n Nottare independent Poisson v.v s woke means ECNiltB Picsds
Reina We recover part of the Poisson thinning proposition if pi Pthen E Nitti dfotpds p.tt
Proof PCN Lt en Niall the
PCN Ctl n NIH nel Nlt II ni PCNltl i.IN
Condofronal on n events arrival tunes are indep and unifor
on O t so P event is type i J PCerentistypeeil eventoccursat
IIt ftp.cslds pi probof
Each of thee in events has prob Ti of beingtypeiannual
multneoveralat S
and they are independent distribution
PCN Ltl n Nield nul Nlt Ining nI PT
Fah
lPCN IH hi Nuits na
n naPT pine Cdt
t
nd
j'e 4T ftp.T e tE
we used that net the n and ZpT l
N It Nutt are independent and
Nolet n Poisson d ftp.cslds
Exaeuploo Let's get back to our examples individuals independently
getinfected following a d Poisson process s t symptoms appear
after true Tsince infection where T has c De g
N CES individuals infected with symptoms
µ Lt a individuals infected with no symptoms
NCH N Lt tweet total ofindividuals infected
Goyal Fred E Nuts which is an estimate of Walt
Solution Fix t and use previous proposition with k 2
P N Ctl e n Nz t na P Natt n Nz H ha Nlt ni tha
P Nlt n tha
Tor OES Et an individual infected at time s has
symptoms by true t w p GRE S and has no symptoms
by true t wp f Get sM's
PisN CH r Poisson CA ft Gct sidsNzCEI n Poisson L X ft I CtDdg
ECN.HNSotEtEfwdsnIECNzCHJdgt GctsDds
estimate
To estimate A since we wow M LH SaezN CH n number ofeople infected with symptomsby tweet then use
na E EIN Its L Sot Gct ssds to get an estimate
I fatsoes ni Ifta at shoes mffIII.fids
e g t 16 days G n Eep daygn 2000 then viz 2000 Joke ds
eF dJ
2000 OCI e16 10
655 i Iz 2114