Conditional probability of a Poisson process

poisson processprobabilitystochastic-processes

The question is as follows:

Consider a Poisson process $\left \{ N_{t} \right \}_{t\geq 0}$ with $\lambda =3$ events per hour. What is the probability that $2$ events occur in the first hour and $2$ events occur in the second hour, given that $4$ events occur in the first $2$ hours?

Since this deals with a conditional, I think that we can just view these as uniform and use a binomial distribution. Thus the probability becomes
$$\binom{4}{2}\left ( \frac{1}{2} \right )^2\left ( \frac{1}{2} \right )^2=\frac{3}{8}.$$
However, I am not $\textit{too}$ sure about this. I thought the probability was
$$\mathbb{P}(N_{1}=2,N_{2}=4 \mid N_{2}=4),$$
but I didn't really know how to go from here. It has been a while since I've dealt with the stuff. Can anyone provide me some feedback?

Thanks in advance!

Best Answer

You are right.

Verification:\begin{align}\mathbb{P}(N_{1}=2,N_{2}=4 \mid N_{2}=4) &= \mathbb{P}(N_{1}=2,N_{2}-N_1=2 \mid N_{2}=4)\\ &= \frac{\left(\exp(-\lambda)\frac{\lambda^2}{2!}\right)^2}{\exp(-2\lambda)\frac{(2\lambda)^4}{4!}}\\ &= \frac{\frac14}{\frac{2^4}{4!}}\\ &= \frac{3!}{16}\\ &= \frac{3}{8}\end{align}

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