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faltersainse [42]
3 years ago
10

Customers arrive at a service facility according to a Poisson process of rate λ customers/hour. Let X(t) be the number of custom

ers that have arrived up to time t. Let W1,W2,... be the successive arrival times of the customers.
(a) Determine the conditional mean E[W1|X(t)=2].
(b) Determine the conditional mean E[W3|X(t)=5].
(c) Determine the conditional probability density function for W2, given that X(t)=5.
Mathematics
1 answer:
mash [69]3 years ago
7 0

Answer:

Step-by-step explanation:

Given that:

X(t) = be the number of customers that have arrived up to time t.

W_1,W_2... = the successive arrival times of the customers.

(a)

Then; we can Determine the conditional mean E[W1|X(t)=2] as follows;

E(W_!|X(t)=2) = \int\limits^t_0 {X} ( \dfrac{d}{dx}P(X(s) \geq 1 |X(t) =2))

= 1- P (X(s) \leq 0|X(t) = 2) \\ \\ = 1 - \dfrac{P(X(s) \leq 0 , X(t) =2) }{P(X(t) =2)}

=  1 - \dfrac{P(X(s) \leq 0 , 1 \leq X(t)) - X(s) \leq 5 ) }{P(X(t) = 2)}

=  1 - \dfrac{P(X(s) \leq 0 ,P((3 \eq X(t)) - X(s) \leq 5 ) }{P(X(t) = 2)}

Now P(X(s) \leq 0) = P(X(s) = 0)

(b)  We can Determine the conditional mean E[W3|X(t)=5] as follows;

E(W_1|X(t) =2 ) = \int\limits^t_0 X (\dfrac{d}{dx}P(X(s) \geq 3 |X(t) =5 )) \\ \\  = 1- P (X(s) \leq 2 | X (t) = 5 )  \\ \\ = 1 - \dfrac{P (X(s) \leq 2, X(t) = 5 }{P(X(t) = 5)} \\ \\ = 1 - \dfrac{P (X(s) \LEQ 2, 3 (t) - X(s) \leq 5 )}{P(X(t) = 2)}

Now; P (X(s) \leq 2 ) = P(X(s) = 0 ) + P(X(s) = 1) + P(X(s) = 2)

(c) Determine the conditional probability density function for W2, given that X(t)=5.

So ; the conditional probability density function of W_2 given that  X(t)=5 is:

f_{W_2|X(t)=5}}= (W_2|X(t) = 5) \\ \\ =\dfrac{d}{ds}P(W_2 \leq s | X(t) =5 )  \\ \\  = \dfrac{d}{ds}P(X(s) \geq 2 | X(t) = 5)

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