MA 320-001: Introductory Probability - University of Kentucky
MA 320-001: Introductory Probability
David Murrugarra
Department of Mathematics, University of Kentucky
Spring 2017
David Murrugarra (University of Kentucky)
MA 320: Section 5.2
Spring 2017 1 / 17
Waiting Time in a Poisson Process
When observing a process of Poisson Type, we counted the changes occurring in a given interval. This number was a discrete random variable with Poisson distribution.
David Murrugarra (University of Kentucky)
MA 320: Section 5.2
Spring 2017 2 / 17
Waiting Time in a Poisson Process
When observing a process of Poisson Type, we counted the changes occurring in a given interval. This number was a discrete random variable with Poisson distribution.
But not only is the number of changes a random variable, the waiting times between successive changes are also random variables.
David Murrugarra (University of Kentucky)
MA 320: Section 5.2
Spring 2017 2 / 17
Waiting Time in a Poisson Process
When observing a process of Poisson Type, we counted the changes occurring in a given interval. This number was a discrete random variable with Poisson distribution.
But not only is the number of changes a random variable, the waiting times between successive changes are also random variables.
We are going to consider the waiting time X until the first change in a Poisson process.
David Murrugarra (University of Kentucky)
MA 320: Section 5.2
Spring 2017 2 / 17
Waiting Time in a Poisson Process
When observing a process of Poisson Type, we counted the changes occurring in a given interval. This number was a discrete random variable with Poisson distribution.
But not only is the number of changes a random variable, the waiting times between successive changes are also random variables.
We are going to consider the waiting time X until the first change in a Poisson process.
Then X is a continuous-type random variable.
David Murrugarra (University of Kentucky)
MA 320: Section 5.2
Spring 2017 2 / 17
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