Grinstead-Snell-Probability · Problem 7.1.6

Sums of Random Variables

Mathematics · sums-discrete-random-variables-convolution

Problem

People arrive at a queue according to the following scheme: During each minute of time either 0 or 1 person arrives. The probability that 1 person arrives is pp and that no person arrives is q=1−pq = 1 - p. Let CrC_r be the number of customers arriving in the first rr minutes. Consider a Bernoulli trials process with a success if a person arrives in a unit time and failure if no person arrives in a unit time. Let TrT_r be the number of failures before the rrth success. (a) What is the distribution for TrT_r? (b) What is the distribution for CrC_r? (c) Find the mean and variance for the number of customers arriving in the first rr minutes.

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