What is the Probability of 2 Events Occurring in a Poisson Process?

In summary, to find the probability that 2 events occur during the interval (0,3) for Poisson processes with rates of 1, 2, and 3, we can use the formula P(N=2) = (7(3))^2 e^-7(3)/2! where the combined rate is 7. This assumes that X, Y, and Z are independent.
  • #1
dargar
8
0

Homework Statement



Events X, Y, Z are all Poisson processes. Event X has a rate of 1 per unit time , event Y has a rate of 2 per unit time and event Z has a rate of 3 per unit time.

Find the probability that 2 events (of any type) occur during the interval (0, 3).

Homework Equations



Maybe this is relevant
P(N=k) = [tex]\frac{(\lambda t)^k e^{-\lambda t}}{k!}[/tex]


The Attempt at a Solution



So [tex]\lambda_X[/tex] = 1, [tex]\lambda_Y[/tex] = 2 and [tex]\lambda_Z[/tex] = 4. Also k = 2 and t =3.

Is it correct to think of it as say A = X [tex]\cup[/tex] Y [tex]\cup[/tex] Z. Then the answer is:

P(N=2) = [tex]\frac{(7(3))^2 e^{-7(3)}}{2!}[/tex] where [tex]\lambda_A = 1 + 2 + 4 = 7. [/tex]
 
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  • #2
dargar said:

Homework Statement



Events X, Y, Z are all Poisson processes. Event X has a rate of 1 per unit time , event Y has a rate of 2 per unit time and event Z has a rate of 3 per unit time.

Find the probability that 2 events (of any type) occur during the interval (0, 3).

Homework Equations



Maybe this is relevant
P(N=k) = [tex]\frac{(\lambda t)^k e^{-\lambda t}}{k!}[/tex]

The Attempt at a Solution



So [tex]\lambda_X[/tex] = 1, [tex]\lambda_Y[/tex] = 2 and [tex]\lambda_Z[/tex] = 4. Also k = 2 and t =3.

Is it correct to think of it as say A = X [tex]\cup[/tex] Y [tex]\cup[/tex] Z. Then the answer is:

P(N=2) = [tex]\frac{(7(3))^2 e^{-7(3)}}{2!}[/tex] where [tex]\lambda_A = 1 + 2 + 4 = 7. [/tex]

I believe that this is correct. If X Y and Z are independent then a random variable say A=X+Y+Z would have a poisson distribution with rate of [tex]\lambda_X[/tex] +[tex]\lambda_Y[/tex]+[tex]\lambda_Z[/tex]
Although you initially wrote [tex]\lambda_Z[/tex] =3 ,but put down 4.
 

FAQ: What is the Probability of 2 Events Occurring in a Poisson Process?

1. What is a Poisson process?

A Poisson process is a type of statistical model that describes the occurrence of events over a continuous period of time or space. It is used to model random events that occur independently of each other, but with a constant average rate.

2. What are the assumptions of a Poisson process?

The assumptions of a Poisson process include that events occur independently of each other, the probability of an event occurring in a given time interval is proportional to the length of the interval, and the rate of occurrence of events is constant over time.

3. How is a Poisson process different from other statistical models?

A Poisson process differs from other models, such as the binomial or normal distribution, in that it is used to model continuous events over time or space rather than discrete events. It also assumes a constant rate of occurrence rather than a fixed number of trials or a normal distribution of outcomes.

4. What are the applications of a Poisson process?

Poisson processes are commonly used in many fields, including biology, finance, and engineering. They can be used to model the arrival of customers at a store, the number of calls to a call center, or the occurrence of mutations in DNA, among other things.

5. How is the rate of a Poisson process calculated?

The rate of a Poisson process is calculated by dividing the total number of events by the total time or space in which they occur. This rate can then be used to predict the probability of a certain number of events occurring in a given time interval or space.

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