Poisson Random Variable probability problem

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Discussion Overview

The discussion revolves around a homework problem involving a Poisson random variable with a rate of 1 per hour. Participants explore various aspects of the Poisson arrival process, including calculating probabilities for different intervals, understanding interarrival times, and interpreting specific notation in the problem statement.

Discussion Character

  • Homework-related
  • Mathematical reasoning
  • Technical explanation

Main Points Raised

  • Post 1 presents several parts of the homework, including finding probabilities for no arrivals in a 10-hour interval and for more than 10 arrivals in 2 hours, as well as calculating average interarrival time.
  • Some participants confirm the correctness of the calculations in parts "a" and "b" but suggest clarifications for the computation of λ.
  • There is a question about whether the interarrival time changes based on the value of λ used in part "b".
  • Concerns are raised regarding the small probability calculated for part "b", with some participants reflecting on the implications of the average number of arrivals.
  • Participants express uncertainty about the notation used in part "d" and seek clarification on what is being asked.

Areas of Agreement / Disagreement

Participants generally agree on the correctness of parts "a" and "b", but there is uncertainty regarding the interpretation of part "d" and the implications of the interarrival time calculations. Multiple viewpoints exist regarding the average number of arrivals and the interpretation of the results.

Contextual Notes

There are unresolved questions about the notation in part "d" and the assumptions underlying the calculations for interarrival times. The discussion reflects varying interpretations of the problem statement and the mathematical reasoning involved.

Who May Find This Useful

Students working on probability theory, particularly those studying Poisson processes, may find this discussion relevant. It may also benefit those looking for collaborative problem-solving approaches in homework settings.

probhelp150

Homework Statement


X is a Poisson Random Variable with rate of 1 per hour, following the Poisson arrival process
a. Find the probability of no arrivals during a 10 hour interval
b. Find the probability of X > 10 arrivals in 2 hours
c. Find the average interarrival time.
d. For an interval of 2 hours, let A = {10 > X > 6}, B = {5 < X < 9}, then find Pr(6 < X < 11|A, B)
e. Find E(X|A ∩ B) in the previous problem
f. If Y = exp(2X), then find E(Y |A ∪ B).
g. Find E(Y 2 |A ∪ B)
h. Find Var(Y |A ∪ B)

Homework Equations

The Attempt at a Solution


a.
##\lambda = \frac{1}{1 hour}##
##\frac{1}{1 hour} * \frac{10}{10}=\frac{10}{10 hours}##
##\lambda = 10##
##P = \frac{e^{-10}*10^x}{x!}##

b.
##\lambda = 2##
##P = \frac{e^{-2}*2^x}{x!}##
X>10 = 1 - Sum(P(0...10))
##\sum_{n=0}^{10} \frac{e^{-2}*2^x}{x!}= 0.99999##
1-0.99999=0.00001

c.
Average interarrival time = ##\frac{1}{\lambda}=\frac{1}{2}=30 minutes##

Am I doing this right so far?
 
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"a" and "b" look good. For part "a", you need to let x=0, and compute. ## \\ ## "c" I think is just 1/rate=1 hour. ## \\ ## In parts "a" and "b", ## \lambda=rate \times time ##. (The way you computed ## \lambda ## was a little clumsy, but otherwise correct).
 
Charles Link said:
"a" and "b" look good. For part "a", you need to let x=0, and compute. ## \\ ## "c" I think is just 1/rate=1 hour. ## \\ ## In parts "a" and "b", ## \lambda=rate \times time ##. (The way you computed ## \lambda ## was a little clumsy, but otherwise correct).
If part c were referring to part b, would the interarrival time be 30 minutes because ##\lambda=2##?
I'm wondering about #2 because that is a really small number... However, if the average number of arrivals is 1 per hour, the chance 5 arrivals per hour (10 in 2 hours) would be fairly low. Is my method of thinking correct?

Do you have any tips for parts d to h?
 
probhelp150 said:
If part c were referring to part b, would the interarrival time be 30 minutes because ##\lambda=2##?
I'm wondering about #2 because that is a really small number... However, if the average number of arrivals is 1 per hour, the chance 5 arrivals per hour (10 in 2 hours) would be fairly low. Is my method of thinking correct?

Do you have any tips for parts d to h?
I believe part c is referring to any arbitrary measurement period. How far apart are the arrivals?
 
Charles Link said:
I believe part c is referring to any arbitrary measurement period. How far apart are the arrivals?
1 hour apart. I get it now, thanks.
 
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probhelp150 said:
1 hour apart. I get it now, thanks.
I don't understand the notation for part d. I'm not sure exactly what they are asking. Perhaps someone else might be able to help out on that part...
 
Charles Link said:
I don't understand the notation for part d. I'm not sure exactly what they are asking. Perhaps someone else might be able to help out on that part...
Ok, thank you anyways!
 

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