120. The simple Poisson process of Section 3.6 is characterized by a constant rate at which...
Question:
120. The simple Poisson process of Section 3.6 is characterized by a constant rate at which events occur per unit time. A generalization of this is to suppose that the probability of exactly one event occurring in the interval [t, t t] is
(t) t o(t). It can then be shown that the number of events occurring during an interval [t1, t2] has a Poisson distribution with parameter
t2 t1
(t) dt The occurrence of events over time in this situation is called a nonhomogeneous Poisson process. The article
“Inference Based on Retrospective Ascertainment,” J.
Amer. Stat. Assoc., 1989: 360–372, considers the intensity function
(t) eabt as appropriate for events involving transmission of HIV
(the AIDS virus) via blood transfusions. Suppose that a
2 and b .6 (close to values suggested in the paper), with time in years.
a. What is the expected number of events in the interval
[0, 4]? In [2, 6]?
b. What is the probability that at most 15 events occur in the interval [0, .9907]?
Step by Step Answer:
Probability And Statistics For Engineering And The Sciences
ISBN: 9781111802325
7th Edition
Authors: Dave Ellis, Jay L Devore