Saturday, 17 March 2018

probability - Determine the expected time until the first arrival.



Two people agree to meet at a specified place between 3:00

P.M. and 4:00 P.M. Suppose that you measure time to the nearest
minute relative to 3:00 P.M. so that, for instance, time 40
represents 3:40 P.M. Further suppose that each person arrives
according to the discrete uniform distribution on {0, 1, ..., 60}
and that the two arrival times are independent. Determine the
expected time until the first arrival.






Here I've tried setting :

Xi=person i's arrival time with i=1,2



PX(xi)={1/61,if xi [0,1,2,3...60]0,otherwise



I create a function Z=min{x,y}



E(z)=60z=0zPZ(z)=60z=0z[P(x1=z,x2>z)+P(x1>z,x2=z)+P(x1=z,x2=z)]

And that is where I'm kind of stuck because
I've tried rewrittin P(x1=z,x2>z) as P(x2>z)P(x1=z|x2>z) and drawing a little pmf table but still no luck.



If anybody by any chance knows a much easier way to solve this problem I would be happy to hear from them.


Answer



A reusable trick . . .


Since the values of z are nonnegative integers, it follows that
E(z)=p1+p2+p3+
where pk=P(zk).


Hence we get
E(z)=60k=1(61k61)2=12106119.84


To explain the trick . . .


For each positive integer k, let qk=P(z=k).


Then we have
p1=q1+q2+q3+p2=q1+q2+q3+p3=q1+q2+q3+
hence, summing the columns, we get
p1+p2+p3+=1q1+2q2+3q3+



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