STAT 349 (2023)

Assignment – 4

Due by: Tue., 21 November 2023, 8p.m., on Moodle

1. If Xi , i = 1, 2, 3, are independent exponential random variables with rates λi , i = 1, 2, 3,

respectively, find

(a) P[maxi Xi = X1 ],
(b) P[maxi Xi = X1 |X3 < X2 ],
(c) E[maxi Xi |X3 < X2 < X1 ],
(d) E[maxi Xi ].

2. Customers can be served by any of three servers, where the service times of server i are expo-
nentially distributed with rate µi , i = 1, 2, 3. Whenever a server becomes free, the customer
who has been waiting the longest begins service with that server.

(a) If you arrive to find all three servers busy and no one waiting, find the expected time
until you depart the system.
(b) If you arrive to find all three servers busy and no one waiting, find the expected time
until the second departure.
(c) If you arrive to find all three servers busy and one person waiting, find the expected time
until you depart the system.

3. A system consists of two sequential servers: server 1 and server 2, whose service times are
independent and exponential with rates λ1 and λ2 . A customer arriving into the system must
go to server 1 first; if they find it busy they wait in line for it to become available. Upon
finishing with server 1 they go to server 2, where the same is repeated. After they finish with
server 2 they leave the system. Suppose upon your arrival, only server 1 is busy and server 2
is free. What is the expected time you will spend from arrival to the time when you leave the
system.

4. Two individuals, A and B, both require kidney transplants. If she does not receive a new
kidney, then A will die after an exponential time with rate µA , and B after an exponential
time with rate µB . New kidneys arrive in accordance with a Poisson process with rate λ. It
has been decided that the first kidney will go to A (or to B if B is alive and A is not at that
time) and the next one to B (if still living).

(a) What is the probability that A obtains a new kidney?

(b) What is the probability that B obtains a new kidney?
(c) What is the probability that neither A nor B obtains a new kidney?

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 (d) What is the probability that both A and B obtain a new kidney?

5. Teams 1 and 2 are playing a match. The teams score points according to independent Poisson
processes with respective rates λ1 and λ2 . If the match ends as soon as one of the teams has
scored 2 points overall, find the probability that the other team has scored exactly 1 point by
this time.