Decision Sciences 1 : Solutions to two problems

Soudeep Deb

August 31, 2020

Q1 An office has two clerks, and three people, A, B and C, enter simultaneously. A and B begin service
at the two clerks, while C waits for the first available clerk. Assume that each service time is iid
Exponential with mean 10 minutes. Compute the probability that A is the last to finish the service.
Solution: Let A, B, C be the service times for the three persons. Then, we need to find P (A > B +C),
where A, B, C are iid Exponential(10).
Note that for the event (A > B + C), the values of B and C can be any positive quantities (call them
b and c) while the value of A has to be in (b + c, ∞). Thus, we can calculate the required probability
in the following way:
Z ∞Z ∞Z ∞
P (A > B + C) = f (a)f (b)f (c) da db dc
0 0 b+c
Z ∞Z ∞ Z ∞ 
1 −a/10 1 −b/10 1 −c/10
= e da e e db dc
0 0 b+c 10 10 10
Z ∞Z ∞
1 1
= e−(b+c)/10 e−b/10 e−c/10 db dc
10 10
Z0 ∞ Z0 ∞
1 −b/5 1 −c/5
= e e db dc
0 0 10 10
Z ∞  Z ∞ 
1 1 1 −b/5 1 −c/5
= × × e db × e dc
2 2 0 5 0 5
1 1
= × × 1 × 1 = 0.25.
2 2

Q5 Assume that cabs arrive at rate 10 per hour. Also assume that each cab will pick up a passenger with
probability 0.7. If you are the second passenger in a line, what is the probability that you will have to
wait for more than 30 minutes before you get a cab?
Solution: Let Y be the number of cabs arriving in half hour and let X be the number of passengers
picked up by those cabs. Using the given conditions, we can write Y ∼ Poisson(5) (assuming Poisson
process) and X|Y = y ∼ Binomial(y, 0.7). Note that the event (X = x) is a combination of events of
the form (X = x, Y = y) for all y ≥ x. Then,

∞
X
P (X = x) = P (X = x, Y = y)
y=x
X∞
= P (X = x|Y = y)P (Y = y)
y=x
∞
X
y e−5 5y
= C x (0.7)x (0.3)y−x ×
y=x
y!

1
We can simplify the above as follows.
∞
X y! (0.7 × 5)x (0.3 × 5)y−x
P (X = x) = e−5 × ×
y=x
x!(y − x)! y!
∞
e−5 (3.5)x X 1
= × × (1.5)y−x
x! y=x
(y − x)!
∞
e−3.5 (3.5)x X e−1.5 (1.5)z
= × (substituting z = y − x)
x! z=0
z!
e−3.5 (3.5)x
=
x!

The last equality is true since sum of Poisson PMF (consider mean 1.5) for all possible values in the
sample space is 1. Hence, from the above, we can say that X ∼ Poisson(3.5). We can use this to find
the required probability that is P (X ≤ 1).