There is a poisson process N with rate $\lambda$. $T_1$ and $T_2$ are the first and second arrival times.
How do you calculate $$P(T_1 \le t_1 , T_2 \le t_2 , N_t=2) $$
There is a poisson process N with rate $\lambda$. $T_1$ and $T_2$ are the first and second arrival times.
How do you calculate $$P(T_1 \le t_1 , T_2 \le t_2 , N_t=2) $$