Mehmood_Yasir said:
Homework Statement
Pedestrians approach to a signal for road crossing in a Poisson manner with arrival rate ##\lambda## per sec. The first pedestrian arriving the signal pushes the button to start time ##T##, and thus we assume his arrival time is ##t=0##, and he always see ##T## wait time. A GREEN light is flashed after ##T##, and all arrived pedestrians within ##T## must cross. Process repeats. What is the expected wait of the LAST pedestrian crossing the road?
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If this is "merely" for expected values, an easier approach may be to use conditioning (specifically Law of Total Expectation).
e.g. Suppose ##n = 0## arrivals happen in ##(0, t]## -- i.e. no arrivals once the button is pushed. The expected wait time of the last person, i.e. the button pusher, is ## t##.
Now for all other cases, ##n \gt 0##:
you can
ignore the button pusher and look at this in terms of 'regular' Poisson mechanics. Conditioning on ##N(t) = n##, all arrivals are uniformly distributed in ##(0, t]##. There are some technical nits on ##n!## orderings but pick one without loss of generality -- because we're actually looking at order statistics here. The easy problem is then to find the CDF of time until first arrival given ##N(t) = n##
You should get (with ##U## referring to the i.i.d. uniform random variables that exist in this conditional world -- there are n of them)
##Pr\{\text{Arrival 1's time} \gt \tau \big \vert N(t) =n \} = 1 - F_{min}U = \big[1 - F_U(u)\big]^n##
(note this was the underpinning of a recent thread:
https://www.physicsforums.com/threa...f-ind-r-v-that-follows-distribution-f.946651/ and working through the CDFs for minimum and maximum amongst N i.i.d. random variables -- order statistics-- is an exercise worth doing.)
you can integrate this complementary CDF to get the expected time between Light going off and first 'real' arrival. Thus you have ##E\big[ X_1 \big \vert N(t) =n\big]##, then using a symmetry argument, or the fact that this process is time reversible (why?), you have thus found ##E\big[ X_n \big \vert N(t) =n\big]##.
Putting it all together with Law of Total Expectation (and hopefully note spoiling the result), should give:
##E\big[\text{Last Ped's wait time}\big] = p_\lambda(n=0, t) \Big(t\Big) + \sum_{n=1}^{\infty}p_\lambda(n, t) \Big(E\big[ X_n \big \vert N(t) =n\big]\Big)##
When you're all done, you should see there's some nice structure in the factorials in the denominator that should allow a closed form for the series.
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What I've said above is all discussed in a lot more detail here:
https://ocw.mit.edu/courses/electri...ring-2011/course-notes/MIT6_262S11_chap02.pdf
which is something I've mentioned to you a while back. I am not supposed to give this whole thing away, though, so I leave the reading and a lot more lifting, to you.