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.
probability probability-distributions exponential-distribution
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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.
probability probability-distributions exponential-distribution
add a comment |Â
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.
probability probability-distributions exponential-distribution
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.
probability probability-distributions exponential-distribution
edited Jul 17 at 18:19
Math Lover
12.4k21232
12.4k21232
asked Jul 17 at 17:59
Saad
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4158
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2 Answers
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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.
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
add a comment |Â
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
$$PrZle 2 = 1-exp(-20/24).$$
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
add a comment |Â
2 Answers
2
active
oldest
votes
2 Answers
2
active
oldest
votes
active
oldest
votes
active
oldest
votes
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.
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
add a comment |Â
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.
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
add a comment |Â
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.
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.
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
add a comment |Â
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
add a comment |Â
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
$$PrZle 2 = 1-exp(-20/24).$$
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
add a comment |Â
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
$$PrZle 2 = 1-exp(-20/24).$$
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
add a comment |Â
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
$$PrZle 2 = 1-exp(-20/24).$$
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
$$PrZle 2 = 1-exp(-20/24).$$
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
add a comment |Â
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
add a comment |Â
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