Figure 5.7:

A unit Poisson process with more events; sample path (top) and frequency distribution of event times \tau .

Code for Figure 5.7

Text of the GNU GPL.

main.m

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nsam = 1001;

rand("seed", 0)

p = rand(nsam,1);
tau = -log(p);
time = [0; cumsum(tau)];

Y = 0:nsam;

figure()
[xx,yy] = stairs(time, Y);
xx(end) = [];
yy(end) = [];


figure()
nbins = 20;
hist(tau,20)

[ntau, tausam] = hist(tau, nbins);
[tausamb, ntaub] = obar(tausam, ntau);

table1 = [xx,yy];
table2 = [tausamb, ntaub];


save poissonlots.dat table1 table2