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Lec 04

The document discusses a Poisson process modeling earthquakes in California with a rate of λ earthquakes per hour. It asks the probability of one earthquake by 12:30 and five earthquakes by 14:30 given it is currently 12:00 noon.

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36 views2 pages

Lec 04

The document discusses a Poisson process modeling earthquakes in California with a rate of λ earthquakes per hour. It asks the probability of one earthquake by 12:30 and five earthquakes by 14:30 given it is currently 12:00 noon.

Uploaded by

david
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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' $

Example 1

Setting Suppose the number of earthquakes in California follows


a Poisson Process with a rate of λ earthquakes per hour.

Question It’s 12:00 noon at the moment. What’s the


probability that there will be one earthquake by 12:30 and five
earthquakes by 14:30?

& %
ActSc 613 | Lecture 4 © 2015-17 by M. Zhu, PhD 1 of 2
' $

Waiting Time Random Variables

1-st k-th
success(a) Geometric(p) Negative Binomial(k, p)
event(b) Exponential(λ) Gamma(k, λ)

(a)
in a sequence of independent Bernoulli(p) trials
(b)
in a Poisson Process with rate λ

& %
ActSc 613 | Lecture 4 © 2015-17 by M. Zhu, PhD 2 of 2

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