{[ promptMessage ]}

Bookmark it

{[ promptMessage ]}

Families of RV - FAMILIES OF RANDOM VARIABLES Poisson...

Info iconThis preview shows pages 1–4. Sign up to view the full content.

View Full Document Right Arrow Icon
FAMILIES OF RANDOM VARIABLES Poisson Arrival Process Arrivals occur ) ) Pr{ } ( ) Pr{ } 1 ( ) Pr{ } ( ) i memoryless ii One Arrival during t t o t No Arrival during t t o t Two or more Arrivals during t o t λ ∆= ∆+ ∆ ∆=− ∆+ ∆ ∆= We call as the arrival rate, and 1 as the mean inter-arrival time. time t n t n+1 t n-1 t 0 t 1 . . . C n C n+1 C n-1 C 0 C 1
Background image of page 1

Info iconThis preview has intentionally blurred sections. Sign up to view the full version.

View Full Document Right Arrow Icon
We can show 1) Pr{ k arrivals during time [0, t ]} is Poisson () ! k t k t Pt e k λ = 2) Inter-arrival time = 1 nn tt is exponential , 0 x X fx e x =
Background image of page 2
Central Limit Theorem Let 12 , ,, n XX X be a sequence of i.i.d. random variables each with mean µ and variance 2 σ . Define . Then lim (0,1). n n
Background image of page 3

Info iconThis preview has intentionally blurred sections. Sign up to view the full version.

View Full Document Right Arrow Icon
Background image of page 4
This is the end of the preview. Sign up to access the rest of the document.

{[ snackBarMessage ]}

Page1 / 4

Families of RV - FAMILIES OF RANDOM VARIABLES Poisson...

This preview shows document pages 1 - 4. Sign up to view the full document.

View Full Document Right Arrow Icon bookmark
Ask a homework question - tutors are online