Saturday, 26 September 2015

probability - Expected value question.



This is a question from my lecture notes.



"""
Persons arrive at a copy machine according to a Poisson process with rate λ=1 per minute.

The number of copies made is uniformly distributed between 1 and 10. Each copy requires
3 seconds. Find the average waiting time in the queue and the average system waiting time.
"""



I know how to do the problem, but I am having trouble understanding why the following calculation of an expectation is correct.
E[X2]=10i=1(3i)2 Pr(X=3i)



I don't understand why there is a (3i)2 and why it's Pr(X=3i) term in this expected value. I would set this up:




3E[X2]=10i=1(i)2 Pr(X=i)


Can anyone please provide some intuition? I've looked online and through my textbooks and I can't find anything that helps me with this intuition. I know it has something to do with the 3 seconds in the problem statement, but I can't figure out how to make sense of this and therefore generalize this problem.



Thanks in advance!


Answer



I am guessing that you are trying to compute variance of X.




The problem is we did not define X.



In your lecture note, X seems defined to be waiting time. Waiting time comes in multiple of 3 in this setting.



We have Var[X]=E[X2]E[X]2



On the other hand, it seems that you are trying to wokr with the number of copies.To avoid confusion, let's define it to be Y instead. In particular, we have the relationship X=3Y

and if we square them and take expectation, we have



E[X2]=32E[Y2].




Again, we can compute Var[Y]=E[Y2]E[Y]2



A point to consider is suppose you really prefer to work with Y (the number of copies), can you compute Var[X]?



Var[X]=E[(3Y)2]E[3Y]2=9(E[Y2]E[Y]2)=32Var[Y]


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