Solving Poisson Distribution Homework: Find f(y)

In summary, in a Poisson process with intensity λ, the time until the second event can be represented as Y = X1 + X2, where X1 is the time until the first event and X2 is the time between the first and second event. The density function for Y can be found by considering the probability that no events occur in time y, which is represented by p(0; λX1) = e^-λt. It is also important to note that the holding times of a Poisson process are independent and exponential with parameter lambda.
  • #1
superwolf
184
0

Homework Statement



In a Poisson process with intensity λ, let X1 be the time until the first event and let X2 be the time between the first and the second event. Let Y be the time until the second event, that is, Y = X1 + X2. Find the density function f(y).

2. The attempt at a solution

Probability that no events occur in time y:

[tex]
p(0; \lambda X1) = e^{- \lambda t}
[/tex]

I don't know if this will be helpful at all...
 
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  • #2
I'll give you a hint, the holding times (time between two jumps) of a Poisson process are independent and exponential with parameter lambda. You may want to prove this.
 

1. What is the purpose of solving Poisson distribution homework?

The purpose of solving Poisson distribution homework is to analyze and calculate the probability of a specific number of events occurring within a given time or space interval. This is useful in various fields such as economics, biology, and engineering, where random occurrences need to be predicted and managed.

2. How do I find f(y) in Poisson distribution?

To find f(y) in Poisson distribution, you need to use the formula f(y) = (e^-λ * λ^y)/y!, where λ is the average number of events occurring in the given interval and y is the number of events you want to calculate the probability for.

3. What is the difference between Poisson distribution and normal distribution?

The main difference between Poisson distribution and normal distribution is that Poisson distribution is used to calculate the probability of a specific number of events occurring in a given interval, while normal distribution is used to calculate the probability of a continuous variable falling within a certain range.

4. What are the assumptions of Poisson distribution?

The assumptions of Poisson distribution include a constant rate of occurrence of events, events occurring independently of each other, and a fixed time or space interval in which the events are observed.

5. How can I check if my data fits a Poisson distribution?

There are a few ways to check if your data fits a Poisson distribution. You can plot a histogram of your data and see if it follows a bell-shaped curve, which is characteristic of Poisson distribution. You can also use statistical tests such as the chi-square goodness of fit test to determine the fit of your data to the Poisson distribution. Additionally, you can compare your data to the expected values calculated using the Poisson distribution formula.

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