13

st
b. If a clerk takes 3 minutes to serve the 1 customer, what is the
probability that at least one more customer will be waiting when the
service provided to the first customer is completed?
done
so
T Jerrie
I mm

arrival
PC and arrives before 3 mm

2 3 6
PC X 3 F 131 1 e 1 e

0.9975

Example: The length of time required to complete a certain key task in house
construction is an exponentially distributed random variable with a mean
0 10 of 10 hours. The cost ! of completing this task is related to the square of
the time required for completion by the formula: ! = 100 + 40' + 3' # .
Find the mean and variance of the cost !.

x length of time to complete the task hours

v exp 0 10 mean 0 10 I Efx 0 10

VIX 02 100

7 100 t 40 EXIT 5
ECS EC too 40 3
EI
I 20
Varix Ek
too 40 10 100 too
200
I 100
 Varlet E d E C
14

II f loot 40 3 3
80004 t 10,000
E 9 4 240113 2200 y

4.4 Yoo To
240.000
EN luz
G Tint't la 3
p n In 3
O 3

000
6000
4 130

4 130 ow 11002 2,920 000

Gamma Distribution Generalization of exp distin

The Gamma distribution is unimodal and skewed to the right. It could start high and
continually decrease, like the exponential; it could even be undefined at 0. It could
start at 0, increase, and then come back down.

sente da
f Tin
 Y Tik O
Fon se e azo
15

PDF:
X Tia p
P nd é mz o

pig shape

of Poisson process w mem f P T Ck O

Notation:

of poison process w mem

pD
r
Tt d B
Note: The two parameters, ) and *, determine the shape of the PDF:
(i) If ) ≤ 1, it starts high and decreases. If ) > 1, it starts at 0 and increases
up to the mode, and then decreases.
(ii) For a given *, as ) increases, the mode is larger, and it gets closer in shape
to the normal distribution.

Note: The Exponential distribution is a special case of the Gamma distribution:

P 10 mean G
X Tik l o
T
scale
meant
l p X n
exp i p
X Tik x
my
The CDF of the Gamma distribution does not have a closed form expression.

Therefore, to find probabilities for a Gamma RV, it will be necessary to integrate the
density function using integration by parts.
 16
To find Expected values of the Gamma distribution, it is often possible to evaluate
the integral by making it look like the integral over all possible values of another
Gamma distribution.

e'P
Let ' ∼ Γ(), * )

g
fine
If k azo t eat y
e
n't e
If
Mean: du
Ext finite se
I
se

rate
sire
mm
I s e
look like Platt pl Iff
IIte Y.tt III
n e se

Hy ie

T t k 01 E x ko K 4 1 exp
X n

X P Id P I Efx
Variance:
Varix E X Ex
Menthe same tethnique above

call
I
a
pa f
 X Tik O Varix ko
17

X T hip Var txt

Ip

MGF: same technique

Xn Tik o Mat l o 5k for ecf

for tap
X Ti d
p Matt l
g
 18

Relationship between Gamma and Exponential Distributions

X tk it exp 10 mean O

Let Y Et Xi Y n
Fck o

Pt use ngf

IIM II
Mice
É mg tngYEE

avg I per
3min 11 1
per 1 MM I 11 3
y aug 0 3
Example: Customers arrive at a checkout counter at an average rate of one every 3
minutes. What is the probability that the 2nd customer arrives in less than
10 minutes?
sol YE customers th t min
pots i t per min

ye waiting time of k 2nd customer w mean 0 3

25 e t
T I6 2 0 3 fin
É 420

X X it Xa where Xi Tsi expel if

LEE
Ya T 11.3 exp3

set e Fdr
f pg
PIX lo