Introduction to Probability Models
Lecture 25
Qi Wang, Department of Statistics
Oct 22, 2018
Example 1
At a high school track and field tournament, Mark’s high jumps vary evenly from 1.8 meters to 2.15 meters,
while Dan’s high jumps vary evenly from 1.75 to 2.3 meters.
- Let M be the length of one of Mark’s high jumps. What are the distribution and parameter(s) of M?
- What is that the probability that Mark jumps between 1.88 and 2.05 meters?
- Which jumper’s jumps has the smaller standard deviation?
- What is the probability that one of Dan’s high jumps is exactly 2.0 meters?
- What length cuts off the highest 25% of Dan’s high jumps?
Exponential Random Variable
- The definition of $X$ : The waiting time until the first success
- Support: $X \in [0, +\infty)$ or $X \ge 0$
- Parameter: $\mu$, the average amount of time for one success
- PDF: $f_X(x) = \frac{1}{\mu} e^{-\frac{x}{\mu}}$, for $ x \ge 0$
- CDF:
\[
F_X(x)= P(X \le x) = \left\{
\begin{array}{ll}
0, x < 0\\
1 - e^{-\frac{x}{\mu}}, x \ge 0
\end{array}
\right.
\]
- Expected Value: $E[X] = \mu$
- Variance: $Var(X) = \mu^2$
- Notation: $X \sim Exp(\mu)$ or $X \sim Exponential(\mu)$
Important Properties for the Exponential Distribution
If $X \sim Exp(\mu)$
- Tail Probability formula: $P(X > x) = e^{-\frac{x}{\mu}}$
- Memoryless Property: $P(X > s + t| X > s) = P(X > t)$
Example 2
It is your birthday and you are waiting for someone to write you a birthday message on Facebook.
On average (on your birthday) you receive a facebook message every 10 minutes.
Assume that birthday messages arrive independently.
- What is the probability the next posting takes 15 minutes or longer to appear? What distribution, parameter(s) and support are you using?
- What is the standard deviation of the time between birthday postings?
- What is the probability that it takes 12.5 minutes for the next birthday posting?
- Suppose that the most recent birthday posting was done at 1:40 pm and it is now 1:45 pm.
What is the probability that you will have to wait until 1:53 pm or later for the next message?
- What is the probability that your wait time for the next three messages is less than 8 minutes?
- What is your median waiting time for birthday messages?
Exponential Random Variable
- The definition of $X$ : The waiting time until the first success
- Support: $X \in [0, +\infty)$ or $X \ge 0$
- Parameter: $\lambda$, the number of success per time unit, $\lambda = \frac{1}{\mu}$
- PDF: $f_X(x) = \lambda e^{- \lambda x}$, for $ x \ge 0$
- CDF:
\[
F_X(x)= P(X \le x) = \left\{
\begin{array}{ll}
0, x < 0\\
1 - e^{-\lambda x}, x \ge 0
\end{array}
\right.
\]
- Expected Value: $E[X] = \frac{1}{\lambda}$
- Variance: $Var(X) = \frac{1}{\lambda^2}$
- Notation: $X \sim Exp(\lambda)$ or $X \sim Exponential(\lambda)$
Example 3
You are teaching your new puppy to fetch a ball and are interested in the amount of
time it takes for the puppy to run, get the ball and bring it back to you after you throw it.
- Scenario 1: The average amount of time it takes is 30 seconds.
- Scenario 2: The amount of time it takes is anywhere from 10 to 45 seconds.
- What is the distribution, parameter(s) and support for Scenario 1 and Scenario 2
- For each scenario, find the probability that it takes more than 22 seconds for the puppy to fetch the ball. Less than 50 seconds??
- What is the probability that it will take the puppy less than 40 seconds to fetch the ball knowing that it took the puppy longer than 22 seconds
- Assuming independence, what is the probability that it takes the puppy less than 40 seconds to fetch each of the next 5 balls?