Minimum of Two Exponential Random Variables

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Elevator $A$ breaks down with an exponential distribution of $4$ per day, while elevator $B$ breaks down with an exponential distribution of $6$ per day. Assume a day begins at midnight. What is the probability that the first breakdown occurs before $2$ AM?




My attempt:



Let $X$ = the time between two consecutive breakdowns for elevator A and $Y$ = the time between two consecutive breakdowns for elevator B. Then $min(X,Y)$ is exponentially distributed with rate $10$. Thus, let $Z = min(X,Y)$, so $P(Z < 2) = 1-e^-20 = 1$ approximately. My only issue with this is that $Z$ is the minimum time between two consecutive breakdowns, not a single breakdown.. Aren't I overcompensating? For example, my answer includes the probability that the elevator breaks down at $5$ AM and then breaks down again at $6$ AM. Also, the probability is $1$, which seems wrong as well.







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    Elevator $A$ breaks down with an exponential distribution of $4$ per day, while elevator $B$ breaks down with an exponential distribution of $6$ per day. Assume a day begins at midnight. What is the probability that the first breakdown occurs before $2$ AM?




    My attempt:



    Let $X$ = the time between two consecutive breakdowns for elevator A and $Y$ = the time between two consecutive breakdowns for elevator B. Then $min(X,Y)$ is exponentially distributed with rate $10$. Thus, let $Z = min(X,Y)$, so $P(Z < 2) = 1-e^-20 = 1$ approximately. My only issue with this is that $Z$ is the minimum time between two consecutive breakdowns, not a single breakdown.. Aren't I overcompensating? For example, my answer includes the probability that the elevator breaks down at $5$ AM and then breaks down again at $6$ AM. Also, the probability is $1$, which seems wrong as well.







    share|cite|improve this question























      up vote
      1
      down vote

      favorite









      up vote
      1
      down vote

      favorite












      Elevator $A$ breaks down with an exponential distribution of $4$ per day, while elevator $B$ breaks down with an exponential distribution of $6$ per day. Assume a day begins at midnight. What is the probability that the first breakdown occurs before $2$ AM?




      My attempt:



      Let $X$ = the time between two consecutive breakdowns for elevator A and $Y$ = the time between two consecutive breakdowns for elevator B. Then $min(X,Y)$ is exponentially distributed with rate $10$. Thus, let $Z = min(X,Y)$, so $P(Z < 2) = 1-e^-20 = 1$ approximately. My only issue with this is that $Z$ is the minimum time between two consecutive breakdowns, not a single breakdown.. Aren't I overcompensating? For example, my answer includes the probability that the elevator breaks down at $5$ AM and then breaks down again at $6$ AM. Also, the probability is $1$, which seems wrong as well.







      share|cite|improve this question














      Elevator $A$ breaks down with an exponential distribution of $4$ per day, while elevator $B$ breaks down with an exponential distribution of $6$ per day. Assume a day begins at midnight. What is the probability that the first breakdown occurs before $2$ AM?




      My attempt:



      Let $X$ = the time between two consecutive breakdowns for elevator A and $Y$ = the time between two consecutive breakdowns for elevator B. Then $min(X,Y)$ is exponentially distributed with rate $10$. Thus, let $Z = min(X,Y)$, so $P(Z < 2) = 1-e^-20 = 1$ approximately. My only issue with this is that $Z$ is the minimum time between two consecutive breakdowns, not a single breakdown.. Aren't I overcompensating? For example, my answer includes the probability that the elevator breaks down at $5$ AM and then breaks down again at $6$ AM. Also, the probability is $1$, which seems wrong as well.









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      edited Jul 17 at 18:19









      Math Lover

      12.4k21232




      12.4k21232









      asked Jul 17 at 17:59









      Saad

      4158




      4158




















          2 Answers
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          accepted










          The number of breakdowns of the first elevator in a day has a Poisson distribution with a mean of $4.$ The thing that has an exponential distribution is the time until the next breakdown, which has an expected value of $1/4text day.$ With the two elevators together the mean waiting time is $1/10text day.$



          Since $2text hours = 1/12text day,$ the probability that it happens within that time is $1- e^-(1/12)/(1/10) = 1 - e^-10/12 approx 0.5654.$



          One would speak here not of the minimum of two exponential distributions, but of the minimum of two exponentially distributed random variables.






          share|cite|improve this answer





















          • Ahh.. I see.. so I confused the Poisson rate with the exponential rate then? I'm still a bit confused.. If I write the CDF in the form $1-$$e^-λx$, then what does $λ$ represent?
            – Saad
            Jul 17 at 18:23











          • @Saad : I'd call it a "rate" either way, but maybe an "average" or "expected value" when talking about the Poisson distribution. The Poisson distribution is the discrete distribution of the number of breakdowns, within the set $0,1,2,3,ldots,$ and the exponential distribution is the continuous distribution of the time until the next breakdown.
            – Michael Hardy
            Jul 17 at 18:25










          • So in our situation, the mean waiting time is $1/10$ day? But then wikipedia says that if you write the CDF in terms of the mean, it would be $1-$$e^-10x$ as per the alternative parameterization section en.wikipedia.org/wiki/Exponential_distribution where $x$ is the time in days before the next occurence
            – Saad
            Jul 17 at 18:30







          • 1




            @Saad : Right. The time in days is $1/12.$ so $1-e^-10x = 1 - e^-10/12. qquad$
            – Michael Hardy
            Jul 17 at 18:49

















          up vote
          1
          down vote













          Note that the rates are $4$ breakdowns per $24$ hours and $6$ breakdowns per $24$ hours. Therefore, $lambda_1 = frac424$, and $lambda_2 = frac624$. Using them, you obtain
          $$PrZle 2 = 1-exp(-20/24).$$






          share|cite|improve this answer





















          • Wait.. if $X$~$exp(λ)$, where $λ$ is the rate, then $F(x) = 1-e^-λx$.. isn't the rate 10 in our case?
            – Saad
            Jul 17 at 18:13











          • @Saad It is $(4+6)/24=10/24$.
            – Math Lover
            Jul 17 at 18:14










          • @Saad : Proper MathJax code might be $$ Xsim exp(lambda), $$ although I would prefer $XsimoperatornameExp(lambda)$ because often $exp(lambda)$ means $e^-lambda. qquad$
            – Michael Hardy
            Jul 17 at 18:16










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          2 Answers
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          2 Answers
          2






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          active

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          accepted










          The number of breakdowns of the first elevator in a day has a Poisson distribution with a mean of $4.$ The thing that has an exponential distribution is the time until the next breakdown, which has an expected value of $1/4text day.$ With the two elevators together the mean waiting time is $1/10text day.$



          Since $2text hours = 1/12text day,$ the probability that it happens within that time is $1- e^-(1/12)/(1/10) = 1 - e^-10/12 approx 0.5654.$



          One would speak here not of the minimum of two exponential distributions, but of the minimum of two exponentially distributed random variables.






          share|cite|improve this answer





















          • Ahh.. I see.. so I confused the Poisson rate with the exponential rate then? I'm still a bit confused.. If I write the CDF in the form $1-$$e^-λx$, then what does $λ$ represent?
            – Saad
            Jul 17 at 18:23











          • @Saad : I'd call it a "rate" either way, but maybe an "average" or "expected value" when talking about the Poisson distribution. The Poisson distribution is the discrete distribution of the number of breakdowns, within the set $0,1,2,3,ldots,$ and the exponential distribution is the continuous distribution of the time until the next breakdown.
            – Michael Hardy
            Jul 17 at 18:25










          • So in our situation, the mean waiting time is $1/10$ day? But then wikipedia says that if you write the CDF in terms of the mean, it would be $1-$$e^-10x$ as per the alternative parameterization section en.wikipedia.org/wiki/Exponential_distribution where $x$ is the time in days before the next occurence
            – Saad
            Jul 17 at 18:30







          • 1




            @Saad : Right. The time in days is $1/12.$ so $1-e^-10x = 1 - e^-10/12. qquad$
            – Michael Hardy
            Jul 17 at 18:49














          up vote
          1
          down vote



          accepted










          The number of breakdowns of the first elevator in a day has a Poisson distribution with a mean of $4.$ The thing that has an exponential distribution is the time until the next breakdown, which has an expected value of $1/4text day.$ With the two elevators together the mean waiting time is $1/10text day.$



          Since $2text hours = 1/12text day,$ the probability that it happens within that time is $1- e^-(1/12)/(1/10) = 1 - e^-10/12 approx 0.5654.$



          One would speak here not of the minimum of two exponential distributions, but of the minimum of two exponentially distributed random variables.






          share|cite|improve this answer





















          • Ahh.. I see.. so I confused the Poisson rate with the exponential rate then? I'm still a bit confused.. If I write the CDF in the form $1-$$e^-λx$, then what does $λ$ represent?
            – Saad
            Jul 17 at 18:23











          • @Saad : I'd call it a "rate" either way, but maybe an "average" or "expected value" when talking about the Poisson distribution. The Poisson distribution is the discrete distribution of the number of breakdowns, within the set $0,1,2,3,ldots,$ and the exponential distribution is the continuous distribution of the time until the next breakdown.
            – Michael Hardy
            Jul 17 at 18:25










          • So in our situation, the mean waiting time is $1/10$ day? But then wikipedia says that if you write the CDF in terms of the mean, it would be $1-$$e^-10x$ as per the alternative parameterization section en.wikipedia.org/wiki/Exponential_distribution where $x$ is the time in days before the next occurence
            – Saad
            Jul 17 at 18:30







          • 1




            @Saad : Right. The time in days is $1/12.$ so $1-e^-10x = 1 - e^-10/12. qquad$
            – Michael Hardy
            Jul 17 at 18:49












          up vote
          1
          down vote



          accepted







          up vote
          1
          down vote



          accepted






          The number of breakdowns of the first elevator in a day has a Poisson distribution with a mean of $4.$ The thing that has an exponential distribution is the time until the next breakdown, which has an expected value of $1/4text day.$ With the two elevators together the mean waiting time is $1/10text day.$



          Since $2text hours = 1/12text day,$ the probability that it happens within that time is $1- e^-(1/12)/(1/10) = 1 - e^-10/12 approx 0.5654.$



          One would speak here not of the minimum of two exponential distributions, but of the minimum of two exponentially distributed random variables.






          share|cite|improve this answer













          The number of breakdowns of the first elevator in a day has a Poisson distribution with a mean of $4.$ The thing that has an exponential distribution is the time until the next breakdown, which has an expected value of $1/4text day.$ With the two elevators together the mean waiting time is $1/10text day.$



          Since $2text hours = 1/12text day,$ the probability that it happens within that time is $1- e^-(1/12)/(1/10) = 1 - e^-10/12 approx 0.5654.$



          One would speak here not of the minimum of two exponential distributions, but of the minimum of two exponentially distributed random variables.







          share|cite|improve this answer













          share|cite|improve this answer



          share|cite|improve this answer











          answered Jul 17 at 18:14









          Michael Hardy

          204k23186462




          204k23186462











          • Ahh.. I see.. so I confused the Poisson rate with the exponential rate then? I'm still a bit confused.. If I write the CDF in the form $1-$$e^-λx$, then what does $λ$ represent?
            – Saad
            Jul 17 at 18:23











          • @Saad : I'd call it a "rate" either way, but maybe an "average" or "expected value" when talking about the Poisson distribution. The Poisson distribution is the discrete distribution of the number of breakdowns, within the set $0,1,2,3,ldots,$ and the exponential distribution is the continuous distribution of the time until the next breakdown.
            – Michael Hardy
            Jul 17 at 18:25










          • So in our situation, the mean waiting time is $1/10$ day? But then wikipedia says that if you write the CDF in terms of the mean, it would be $1-$$e^-10x$ as per the alternative parameterization section en.wikipedia.org/wiki/Exponential_distribution where $x$ is the time in days before the next occurence
            – Saad
            Jul 17 at 18:30







          • 1




            @Saad : Right. The time in days is $1/12.$ so $1-e^-10x = 1 - e^-10/12. qquad$
            – Michael Hardy
            Jul 17 at 18:49
















          • Ahh.. I see.. so I confused the Poisson rate with the exponential rate then? I'm still a bit confused.. If I write the CDF in the form $1-$$e^-λx$, then what does $λ$ represent?
            – Saad
            Jul 17 at 18:23











          • @Saad : I'd call it a "rate" either way, but maybe an "average" or "expected value" when talking about the Poisson distribution. The Poisson distribution is the discrete distribution of the number of breakdowns, within the set $0,1,2,3,ldots,$ and the exponential distribution is the continuous distribution of the time until the next breakdown.
            – Michael Hardy
            Jul 17 at 18:25










          • So in our situation, the mean waiting time is $1/10$ day? But then wikipedia says that if you write the CDF in terms of the mean, it would be $1-$$e^-10x$ as per the alternative parameterization section en.wikipedia.org/wiki/Exponential_distribution where $x$ is the time in days before the next occurence
            – Saad
            Jul 17 at 18:30







          • 1




            @Saad : Right. The time in days is $1/12.$ so $1-e^-10x = 1 - e^-10/12. qquad$
            – Michael Hardy
            Jul 17 at 18:49















          Ahh.. I see.. so I confused the Poisson rate with the exponential rate then? I'm still a bit confused.. If I write the CDF in the form $1-$$e^-λx$, then what does $λ$ represent?
          – Saad
          Jul 17 at 18:23





          Ahh.. I see.. so I confused the Poisson rate with the exponential rate then? I'm still a bit confused.. If I write the CDF in the form $1-$$e^-λx$, then what does $λ$ represent?
          – Saad
          Jul 17 at 18:23













          @Saad : I'd call it a "rate" either way, but maybe an "average" or "expected value" when talking about the Poisson distribution. The Poisson distribution is the discrete distribution of the number of breakdowns, within the set $0,1,2,3,ldots,$ and the exponential distribution is the continuous distribution of the time until the next breakdown.
          – Michael Hardy
          Jul 17 at 18:25




          @Saad : I'd call it a "rate" either way, but maybe an "average" or "expected value" when talking about the Poisson distribution. The Poisson distribution is the discrete distribution of the number of breakdowns, within the set $0,1,2,3,ldots,$ and the exponential distribution is the continuous distribution of the time until the next breakdown.
          – Michael Hardy
          Jul 17 at 18:25












          So in our situation, the mean waiting time is $1/10$ day? But then wikipedia says that if you write the CDF in terms of the mean, it would be $1-$$e^-10x$ as per the alternative parameterization section en.wikipedia.org/wiki/Exponential_distribution where $x$ is the time in days before the next occurence
          – Saad
          Jul 17 at 18:30





          So in our situation, the mean waiting time is $1/10$ day? But then wikipedia says that if you write the CDF in terms of the mean, it would be $1-$$e^-10x$ as per the alternative parameterization section en.wikipedia.org/wiki/Exponential_distribution where $x$ is the time in days before the next occurence
          – Saad
          Jul 17 at 18:30





          1




          1




          @Saad : Right. The time in days is $1/12.$ so $1-e^-10x = 1 - e^-10/12. qquad$
          – Michael Hardy
          Jul 17 at 18:49




          @Saad : Right. The time in days is $1/12.$ so $1-e^-10x = 1 - e^-10/12. qquad$
          – Michael Hardy
          Jul 17 at 18:49










          up vote
          1
          down vote













          Note that the rates are $4$ breakdowns per $24$ hours and $6$ breakdowns per $24$ hours. Therefore, $lambda_1 = frac424$, and $lambda_2 = frac624$. Using them, you obtain
          $$PrZle 2 = 1-exp(-20/24).$$






          share|cite|improve this answer





















          • Wait.. if $X$~$exp(λ)$, where $λ$ is the rate, then $F(x) = 1-e^-λx$.. isn't the rate 10 in our case?
            – Saad
            Jul 17 at 18:13











          • @Saad It is $(4+6)/24=10/24$.
            – Math Lover
            Jul 17 at 18:14










          • @Saad : Proper MathJax code might be $$ Xsim exp(lambda), $$ although I would prefer $XsimoperatornameExp(lambda)$ because often $exp(lambda)$ means $e^-lambda. qquad$
            – Michael Hardy
            Jul 17 at 18:16














          up vote
          1
          down vote













          Note that the rates are $4$ breakdowns per $24$ hours and $6$ breakdowns per $24$ hours. Therefore, $lambda_1 = frac424$, and $lambda_2 = frac624$. Using them, you obtain
          $$PrZle 2 = 1-exp(-20/24).$$






          share|cite|improve this answer





















          • Wait.. if $X$~$exp(λ)$, where $λ$ is the rate, then $F(x) = 1-e^-λx$.. isn't the rate 10 in our case?
            – Saad
            Jul 17 at 18:13











          • @Saad It is $(4+6)/24=10/24$.
            – Math Lover
            Jul 17 at 18:14










          • @Saad : Proper MathJax code might be $$ Xsim exp(lambda), $$ although I would prefer $XsimoperatornameExp(lambda)$ because often $exp(lambda)$ means $e^-lambda. qquad$
            – Michael Hardy
            Jul 17 at 18:16












          up vote
          1
          down vote










          up vote
          1
          down vote









          Note that the rates are $4$ breakdowns per $24$ hours and $6$ breakdowns per $24$ hours. Therefore, $lambda_1 = frac424$, and $lambda_2 = frac624$. Using them, you obtain
          $$PrZle 2 = 1-exp(-20/24).$$






          share|cite|improve this answer













          Note that the rates are $4$ breakdowns per $24$ hours and $6$ breakdowns per $24$ hours. Therefore, $lambda_1 = frac424$, and $lambda_2 = frac624$. Using them, you obtain
          $$PrZle 2 = 1-exp(-20/24).$$







          share|cite|improve this answer













          share|cite|improve this answer



          share|cite|improve this answer











          answered Jul 17 at 18:09









          Math Lover

          12.4k21232




          12.4k21232











          • Wait.. if $X$~$exp(λ)$, where $λ$ is the rate, then $F(x) = 1-e^-λx$.. isn't the rate 10 in our case?
            – Saad
            Jul 17 at 18:13











          • @Saad It is $(4+6)/24=10/24$.
            – Math Lover
            Jul 17 at 18:14










          • @Saad : Proper MathJax code might be $$ Xsim exp(lambda), $$ although I would prefer $XsimoperatornameExp(lambda)$ because often $exp(lambda)$ means $e^-lambda. qquad$
            – Michael Hardy
            Jul 17 at 18:16
















          • Wait.. if $X$~$exp(λ)$, where $λ$ is the rate, then $F(x) = 1-e^-λx$.. isn't the rate 10 in our case?
            – Saad
            Jul 17 at 18:13











          • @Saad It is $(4+6)/24=10/24$.
            – Math Lover
            Jul 17 at 18:14










          • @Saad : Proper MathJax code might be $$ Xsim exp(lambda), $$ although I would prefer $XsimoperatornameExp(lambda)$ because often $exp(lambda)$ means $e^-lambda. qquad$
            – Michael Hardy
            Jul 17 at 18:16















          Wait.. if $X$~$exp(λ)$, where $λ$ is the rate, then $F(x) = 1-e^-λx$.. isn't the rate 10 in our case?
          – Saad
          Jul 17 at 18:13





          Wait.. if $X$~$exp(λ)$, where $λ$ is the rate, then $F(x) = 1-e^-λx$.. isn't the rate 10 in our case?
          – Saad
          Jul 17 at 18:13













          @Saad It is $(4+6)/24=10/24$.
          – Math Lover
          Jul 17 at 18:14




          @Saad It is $(4+6)/24=10/24$.
          – Math Lover
          Jul 17 at 18:14












          @Saad : Proper MathJax code might be $$ Xsim exp(lambda), $$ although I would prefer $XsimoperatornameExp(lambda)$ because often $exp(lambda)$ means $e^-lambda. qquad$
          – Michael Hardy
          Jul 17 at 18:16




          @Saad : Proper MathJax code might be $$ Xsim exp(lambda), $$ although I would prefer $XsimoperatornameExp(lambda)$ because often $exp(lambda)$ means $e^-lambda. qquad$
          – Michael Hardy
          Jul 17 at 18:16












           

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