Homework Assignment 2

Exercise 1.
Defects occur along the length of a lament according to a Poisson distribution of
rate λ = 2 per foot.
a) Calculate the probability that there are no defects in the rst foot of the la-
ment.
b) Calculate the conditional probability that there are no defects in the second
foot of the lament, given that the rst foot contained a single defect.
Exercise 2.
Customers arrive at a service facility according to a Poisson process of rate λ
customer/hour. Let N (t) be the number of customers that have arrived up to
time t.
a) What is P [N (t) = k] for k = 0, 1, . . . ?
b) Consider xed times 0 < s < t. Determine the conditional probability
P [N (t) = n + k|N (s) = n] and the expected value E[N (t)N (s)].
Exercise 3.
Messages arrive at a telegraph oce as a Poisson process with mean rate of 3
messages per hour.
a) What is the probability that no messages arrive during the morning hours 8:00
A.M. to noon?
b) What is the distribution of the time at which the rst afternoon message ar-
rives?
Exercise 4.
Suppose that customers arrive at a facility according to a Poisson process having
rate λ = 2. Let N (t) be the number of customers that have arrived up to time t.
Determine the following probabilities and conditional probabilities:
a)P [N (1) = 2]
b)P [N (3) = 6|N (1) = 2]
c)P [N (1) = 2 and N (3) = 6]
d)P [N (1) = 2|N (3) = 6]
Exercise 5.
Let {N (t); t ≥ 0} be a Poisson process having rate parameter λ = 2. Determine
the numerical values to two decimal places for the following probabilities:
a) P [N (1) ≤ 2]
b) P [N (1) = 1 and N (2) = 3]
c) P [N (1) ≥ 2|N (1) ≥ 1]
Exercise 6.
Let {N (t); t ≥ 0} be a Poisson process having rate parameter λ = 2. Determine
the following expectations:
(a) E[N (2)].
(b) E[{N (1)}2 ].
(c) E[N (1)N (2)].
Exercise 7.
Arrivals of customers at the local supermarket are modeled by a Poisson process
with a rate of λ = 10 customers per minute. Let M be the number of customers
arriving between 9 : 00 and 9 : 10. Also, let N be the number of customers
arriving between 9 : 30 and 9 : 35.
a) What is the distribution of M + N ?
b) Let Ne be the number of customers arriving between 9 : 10 and 9 : 15. What
is the distribution of M + Ne ?
c) Is it true if we say "the distribution of M + N is the same as the distribution
of M + Ne ".
Exercise 8.
A radioactive source emits particles according to a Poisson process of rate λ = 2
particles per minute. What is the probability that the rst particle appears after
three minutes?
Exercise 9.
A radioactive source emits particles according to a Poisson process of rate λ = 2
particles per minute.
a) What is the probability that the rst particle appears some time after three
minutes but before ve minutes?
b) What is the probability that exactly one particle is emitted in the interval
from three to ve minutes?

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Exercise 10.
Customers enter a store according to a Poisson process of rate λ = 6 per hour.
Suppose it is known that but a single customer entered during the rst hour.
What is the conditional probability that this person entered during the rst f-
teen minutes?
Exercise 11.
Let N (t) be a Poisson process of rate λ = 3 per hour. Find the conditional
probability that there were two events in the rst hour, given that there were ve
events in the rst three hours.
Exercise 12.
Bacteria are distributed throughout a volume of liquid according to a Poisson
process of intensity λ = 0.6 organisms per mm3 . A measuring device counts the
number of bacteria in a 10 mm3 volume of the liquid. What is the probability
that more than two bacteria are in this measured volume?
Exercise 13.
Customer arrivals at a certain service facility follow a Poisson process of un-
known rate. Suppose it is known that 12 customers have arrived during the rst
three hours. Let Ni be the number of customers who arrive during the ith hour,
i = 1, 2, 3. Determine the probability that N1 = 3, N2 = 4, and N3 = 5.
Exercise 14.
Patients arrive at the doctor's oce according to a Poisson process with rate
λ = 1/10 minute. The doctor will not see a patient until at least three patients
are in the waiting room.
a) Find the expected waiting time until the rst patient is admitted to see the
doctor.
b) What is the probability that nobody is admitted to see the doctor in the rst
hour?
Exercise 15.
Let Sn , denote the time of the nth event of a Poisson process N (t) with rate
λ. Suppose that one event has occurred in the interval (0, t). Show that the
conditional distribution of arrival time S1 , is uniform over (0, t).