What is the Probability of 2 Events Occurring in a Poisson Process?

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SUMMARY

The probability of two events occurring in a Poisson process involving events X, Y, and Z, with rates of 1, 2, and 3 per unit time respectively, is calculated using the formula P(N=k) = (λt)^k e^(-λt)/k!. For the interval (0, 3), the combined rate λ_A is 6 (1 + 2 + 3). The correct probability is P(N=2) = (6 * 3)^2 e^(-6 * 3)/2!, confirming that the initial calculations were accurate despite a minor error in the rate for event Z.

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  • Ability to perform calculations involving factorials
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  • Explore the concept of independent random variables in probability theory
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dargar
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Homework Statement



Events X, Y, Z are all Poisson processes. Event X has a rate of 1 per unit time , event Y has a rate of 2 per unit time and event Z has a rate of 3 per unit time.

Find the probability that 2 events (of any type) occur during the interval (0, 3).

Homework Equations



Maybe this is relevant
P(N=k) = [tex]\frac{(\lambda t)^k e^{-\lambda t}}{k!}[/tex]


The Attempt at a Solution



So [tex]\lambda_X[/tex] = 1, [tex]\lambda_Y[/tex] = 2 and [tex]\lambda_Z[/tex] = 4. Also k = 2 and t =3.

Is it correct to think of it as say A = X [tex]\cup[/tex] Y [tex]\cup[/tex] Z. Then the answer is:

P(N=2) = [tex]\frac{(7(3))^2 e^{-7(3)}}{2!}[/tex] where [tex]\lambda_A = 1 + 2 + 4 = 7.[/tex]
 
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dargar said:

Homework Statement



Events X, Y, Z are all Poisson processes. Event X has a rate of 1 per unit time , event Y has a rate of 2 per unit time and event Z has a rate of 3 per unit time.

Find the probability that 2 events (of any type) occur during the interval (0, 3).

Homework Equations



Maybe this is relevant
P(N=k) = [tex]\frac{(\lambda t)^k e^{-\lambda t}}{k!}[/tex]

The Attempt at a Solution



So [tex]\lambda_X[/tex] = 1, [tex]\lambda_Y[/tex] = 2 and [tex]\lambda_Z[/tex] = 4. Also k = 2 and t =3.

Is it correct to think of it as say A = X [tex]\cup[/tex] Y [tex]\cup[/tex] Z. Then the answer is:

P(N=2) = [tex]\frac{(7(3))^2 e^{-7(3)}}{2!}[/tex] where [tex]\lambda_A = 1 + 2 + 4 = 7.[/tex]

I believe that this is correct. If X Y and Z are independent then a random variable say A=X+Y+Z would have a poisson distribution with rate of [tex]\lambda_X[/tex] +[tex]\lambda_Y[/tex]+[tex]\lambda_Z[/tex]
Although you initially wrote [tex]\lambda_Z[/tex] =3 ,but put down 4.
 

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