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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