MATLAB: An Introduction with Applications
MATLAB: An Introduction with Applications
6th Edition
ISBN: 9781119256830
Author: Amos Gilat
Publisher: John Wiley & Sons Inc
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The number of emails Eva receives follows a Poisson
process with rate X. Denote the number of emails she
receives up to time t by N(t). Independent of
everything else, the size of each email is an
exponential random variable with mean 1/μ.
a. Find E(N(5) - N(4) | N(4) = 3).
=
b. Find Pr(N(3) - 1 | N(1) = 1).
c. Let X(t) represent the cumulative size of all
emails that Eva has received by time t. Find
E(X(t)).
d. At t = 4, Eva has received a total of 3 emails.
Denote S; as the arrival time of the ith email
such that 0 ≤ S1 ≤ S2 ≤ S3 ≤ 4. Find
E(S₁ + S₂ + S3) and Pr(S₁ > 2).
expand button
Transcribed Image Text:The number of emails Eva receives follows a Poisson process with rate X. Denote the number of emails she receives up to time t by N(t). Independent of everything else, the size of each email is an exponential random variable with mean 1/μ. a. Find E(N(5) - N(4) | N(4) = 3). = b. Find Pr(N(3) - 1 | N(1) = 1). c. Let X(t) represent the cumulative size of all emails that Eva has received by time t. Find E(X(t)). d. At t = 4, Eva has received a total of 3 emails. Denote S; as the arrival time of the ith email such that 0 ≤ S1 ≤ S2 ≤ S3 ≤ 4. Find E(S₁ + S₂ + S3) and Pr(S₁ > 2).
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