Fundamentals of Probability and Statistics for Engineers

(John Hannent) #1
as given by Equation (6.40), we have

Comparing this expression with Equation (7.59), we can establish the result
that the interarrival time between Poisson arrivals has an exponential distribu-
tion; the parameter in the distribution of T is the mean arrival rate associated
with Poisson arrivals.


Example 7.6.Problem: referring to Example 6.11 (page 177), determine the
probability that the headway (spacing measured in time) between arriving
vehicles is at least 2 minutes. Also, compute the mean headway.
Answer: in Example 6.11, the parameter was estimated to be 4.16 vehicles
per minute. Hence, if T is the headway in minutes, we have


The mean headway is


Since interarrival times for Poisson arrivals are independent, the time required
for a total of n Poisson arrivals is a sum of n independent and exponentially
distributed random variables. Let Tj, j 1, 2,... , n, be the interarrival time
between the (j 1)th and jth arrivals. The time required for a total of n arrivals,
denoted by Xn,is


where Tj,j 1,2,...,n, are in dependent and exponentially distributed with the
same parameter. In Example 4.16 (page 105), we showed that Xn has a
gamma distribution with 2 when n 2. The same procedure immediately
shows that, for general n, Xn is gamma-distributed with n. Thus, as stated,
the gamma distribution is appropriate for describing the time required for a
total of Poisson arrivals.


Example 7.7.Problem: ferries depart for trips across a river as soon as nine
vehicles are driven aboard. It is observed that vehicles arrive independently at
an average rate of 6 per hour. Determine the probability that the time between
trips will be less than 1 hour.
Answer: from our earlier discussion, the time between trips follows a gamma
distribution with 9 and 6. Hence, let X be the time between trips in


216 Fundamentals of Probability and Statistics for Engineers


P[X"0,t)ˆ0]ˆet


FT…t†ˆ

1 et; fort 0 ;
0 ; elsewhere:



… 7 : 62 †





P…T 2 †ˆ

Z 1

2

fT…t†dtˆ 1 FT… 2 †ˆe^2 …^4 :^16 †ˆ 0 : 00024 :

mTˆ

1



ˆ

1

4 : 16

minutesˆ 0 :24 minutes:

ˆ



XnˆT 1 ‡T 2 ‡‡Tn; … 7 : 63 †

ˆ

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