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Tag: poisson

Creating vector with intervals drawn from Poisson process

I’m looking for some advice on how to implement some statistical models in Python. I’m interested in constructing a sequence of z values (z_1,z_2,z_3,…,z_n) where the number of jumps in an interval (z_1,z_2] is distributed according to the Poisson distribution with parameter lambda(z_2-z_1) and the numbers of random jumps over disjoint intervals are independent random variables. I want my piecewise

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