Let (X(t) : t ≥ 0) be a Poisson process of rate 2. Form a new process by deleting alternate arrivals from the process (X(t) : t ≥ 0) starting with the first (so we keep the 2nd, 4th, 6th etc.). Let (Y (t) : t ≥ 0) be the process which counts surviving arrivals. (i)  Calculate P(Y (t) = 0) (ii)  Determine the cumulative distribution function of the time of the first arrival in the process (Y(t) : t ≥ 0) (iii)  Explain why this shows that (Y (t) : t ≥ 0) is not a Poisson process

A First Course in Probability (10th Edition)
10th Edition
ISBN:9780134753119
Author:Sheldon Ross
Publisher:Sheldon Ross
Chapter1: Combinatorial Analysis
Section: Chapter Questions
Problem 1.1P: a. How many different 7-place license plates are possible if the first 2 places are for letters and...
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Let (X(t) : t ≥ 0) be a Poisson process of rate 2. Form a new process by deleting alternate arrivals from the process (X(t) : t ≥ 0) starting with the first (so we keep the 2nd, 4th, 6th etc.). Let (Y (t) : t ≥ 0) be the process which counts surviving arrivals.

(i)  Calculate P(Y (t) = 0)

(ii)  Determine the cumulative distribution function of the time of the first arrival

in the process (Y(t) : t ≥ 0)

(iii)  Explain why this shows that (Y (t) : t ≥ 0) is not a Poisson process

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