Poisson difference integral (转载)

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nashsimon
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【 以下文字转载自 Military 讨论区 】
发信人: nashsimon (Nash), 信区: Military
标 题: Poisson difference integral
发信站: BBS 未名空间站 (Fri Sep 27 20:55:21 2019, 美东)

Let X1 and X2 be two independent Poisson variables with respective
parameters λ1 and λ2.

Let F1(t) and F2(t) be their respective cumulative functions.

What is F1(t)-F2(t)? What is ∫(F1(t)-F2(t))dt? What is finite integral of
F1(t)-F2(t) from 0 to N?