Questions Classtest2 3901

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Questions Classtest2 3901

Attribution Non-Commercial (BY-NC)

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1. Let {N (t), t 0} be a Poisson process of rate . For s, t > 0, determine the conditional distribution of N (t) given that N (t + s) = n. Which distribution is this? Interpret. 2. A radio amateur wishes to transmit a message. The frequency on which she sends the Morse signals is subject to random disturbances occurring according to a Poisson process with intensity per second. In order to succeed with the transmission, she needs a time period of a seconds without disturbances. She stops as soon as she is done. Let T be the total time required to nish. Determine E(T ). (Hint: by parts, 1 x e ) xex dx = xex 3. Let {N1 (t); t 0} be a Poisson process of rate . Assume that the arrivals from this process are switched on and o by arrivals from a second independent Poisson process {N2 (t); t 0} of rate . Let {NA (t); t 0} be the switched process, that is, NA (t) includes the arrivals from {N1 (t); t 0} during periods when N2 (t) is even and excludes the arrivals from {N1 (t); t 0} while N2 (t) is odd (see diagram below). a) Given that the rst arrival in the second process occurs at time t, nd the conditional probability mass function for the number of arrivals in the rst process up to t; b) Find the (unconditional) probability mass function for the number of arrivals in the rst process, {N1 (t); t 0}, during the rst period when the switch is on; (Hint: n x n! x e dx = n +1 ) 0 c) Given that the number of arrivals of the rst process, up to the rst arrival in the second process, is n, nd the probability density for the time of that rst arrival in the second process.

4. Suppose that stars are distributed in space following a 3-dimensional Poisson process with intensity . (The denition and properties of a 3-dimensional Poisson process are exactly those given in Exercise 11, Tutorial 7 for a 2-dimensional Poisson process, except that `area' has to be replaced by `volume' and `plane' by `space'). Fix a star alpha and let R be the distance from alpha to its nearest neighbour. Find the probability density function of R. 5. Buses arrive at a certain stop according to a Poisson process with rate . If you take the bus from that stop then it takes a time r, measured from the time at which you enter the bus, to arrive home. If you walk from the bus stop then it takes a time w to arrive home. Suppose that your policy when arriving at the bus stop is to wait up to a time s, and if a bus has not yet arrived by that time then you walk home. a) Compute the expected time from when you arrive at the bus stop until you reach 1 x home. (Hint: by parts, xex dx = xex e )

b) Show that if w < 1/ + r then the expected time of part a) is minimised by letting s = 0; if w > 1/ + r then it is minimises by letting s = (that is, you continue to wait for the bus); and when w = 1/ + r all values of s give the same expected time. c) Give an intuitive explanation of why you need only consider the cases s = 0 and s = when minimising the expected time. 6. Customers arrive at a certain store according to a Poisson process of rate . Each customer spends a time in the store that is a random variable exponentially distributed with parameter and independent of the other customers times, and then departs. a) What is the probability that the store is empty one hour after opening? b) Now suppose it is known that exactly 5 customers arrived in the rst hour of opening. What is the probability that the store is empty at the end of this rst hour?

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