1
$\begingroup$

The time between process problems in a manufacturing line is exponentially distributed with a mean of 30 days.

(a) Let T be the waiting time (in days) for four problems. What is the distribution of T?

(b) What is the expected waiting time for four problems?

(c) What is the probability that the time until the fourth problem exceeds 120 days?

(d) Suppose that the problems can be classified into three mutually exclusive classes: I, II and III. The probability that a problem is of type I, II, and III, are respectively, 0.75, 0.2, 0.05.

(i) Give the distribution of the waiting time for a process problem of type I.

(ii) Suppose that the problems I, II and III, cost (per problem): 1,000, 2,500 and 6,000 $, respectively. Give the mean total cost for process problems for a period of 90 days.

(e) There are no process problems for 30 days, what is the probability that there will be at least one process problem in the next 30 days?


For (a) (b) and (c) I have managed to answer the following:

(a) The waiting time distribution for T is Erlang since this is a sum of exponential distributions.

(b) E[X] = r.1/lambda = 4/lambda , where lambda = 1/30 ==> 4/0.033

(c) This would be a Poisson distribution P(X>120)

However for (d) and (e) I am kind of stuck. Any help would be greatly appreciated!

Thank you,

Ali.

1 Answers 1

1

For (e), the answer lies is the memorylessness of the exponential. However long we have waited, the probability of at least one problem in the next $30$ days is the same as the unconditional probability of at least one problem, for an exponential of mean $30$. This is $1-e^{-30/30}$.

For (d)(i), we are dealing with an exponential with mean $30/(0.75)=40$.

For (c), you have given an outline of an approach with no detail. We want the probability that $X\le 3$, where $X$ is a certain random variable with Poisson distribution whose parameter I expect you can identify.

  • 0
    Yes that is what I meant, sorry Andre. And thanks again! I think I need to solidify my understanding about the relationship between the Poisson process and exponential distribution before attempting these problems.2012-02-07