1. Suppose events occur in time according to a Poisson Process with rate 1 per minute. (a) State the distribution of X, the number of events occuring in a one-hour time period, and hence show that the probability that no events occur in this one-hour time period is e-601. (b) The process starts at time 0. Let the time to the first event be Y minutes. State the distribution of Y and hence, or otherwise, find the probability that the first event occurs after 60 minutes. (c) The kth event (k 2 2) occurs at time Z minutes. Explain clearly how the following result can be used in the context of this Poisson Process to confirm that Z has a gamma distribution. State the parameters of this distribution. Result: if X, X2,...,X, are independent exponential random variables each with mean u, then E-1 Xi Gamma(n, u).

MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
icon
Related questions
Question
1. Suppose events occur in time according to a Poisson Process with rate 1 per minute.
(a) State the distribution of X, the number of events occuring in a one-hour time period, and
hence show that the probability that no events occur in this one-hour time period is e-601.
(b) The process starts at time 0. Let the time to the first event be Y minutes. State the
distribution of Y and hence, or otherwise, find the probability that the first event occurs
after 60 minutes.
(c) The kth event (k 2 2) occurs at time Z minutes. Explain clearly how the following result can
be used in the context of this Poisson Process to confirm that Z has a gamma distribution.
State the parameters of this distribution.
Result: if X, X2,...,X, are independent exponential random variables each with mean u,
then E-1 Xi Gamma(n, u).
Transcribed Image Text:1. Suppose events occur in time according to a Poisson Process with rate 1 per minute. (a) State the distribution of X, the number of events occuring in a one-hour time period, and hence show that the probability that no events occur in this one-hour time period is e-601. (b) The process starts at time 0. Let the time to the first event be Y minutes. State the distribution of Y and hence, or otherwise, find the probability that the first event occurs after 60 minutes. (c) The kth event (k 2 2) occurs at time Z minutes. Explain clearly how the following result can be used in the context of this Poisson Process to confirm that Z has a gamma distribution. State the parameters of this distribution. Result: if X, X2,...,X, are independent exponential random variables each with mean u, then E-1 Xi Gamma(n, u).
Expert Solution
steps

Step by step

Solved in 3 steps with 3 images

Blurred answer
Similar questions
Recommended textbooks for you
MATLAB: An Introduction with Applications
MATLAB: An Introduction with Applications
Statistics
ISBN:
9781119256830
Author:
Amos Gilat
Publisher:
John Wiley & Sons Inc
Probability and Statistics for Engineering and th…
Probability and Statistics for Engineering and th…
Statistics
ISBN:
9781305251809
Author:
Jay L. Devore
Publisher:
Cengage Learning
Statistics for The Behavioral Sciences (MindTap C…
Statistics for The Behavioral Sciences (MindTap C…
Statistics
ISBN:
9781305504912
Author:
Frederick J Gravetter, Larry B. Wallnau
Publisher:
Cengage Learning
Elementary Statistics: Picturing the World (7th E…
Elementary Statistics: Picturing the World (7th E…
Statistics
ISBN:
9780134683416
Author:
Ron Larson, Betsy Farber
Publisher:
PEARSON
The Basic Practice of Statistics
The Basic Practice of Statistics
Statistics
ISBN:
9781319042578
Author:
David S. Moore, William I. Notz, Michael A. Fligner
Publisher:
W. H. Freeman
Introduction to the Practice of Statistics
Introduction to the Practice of Statistics
Statistics
ISBN:
9781319013387
Author:
David S. Moore, George P. McCabe, Bruce A. Craig
Publisher:
W. H. Freeman