Exponential waiting-time interval probability

P(the next event falls in [t, t + dt]) factorises into surviving to t and then firing in dt.

Usage

ExpIntP(t, dt, lam)

Arguments

t

elapsed time, >= 0.

dt

interval width, >= 0.

lam

rate, > 0.

Value

list(probability).

References

Morin, D. J. (2016). Probability: For the Enthusiastic Beginner. Createspace. Eqs (4.23), (4.25).

Examples

ExpIntP(1, 0.01, 2)$probability
#> [1] 0.002706706