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Given cars crossing certain place on a highway follows a Poisson process with rate $\lambda = 3$ mins. David waits to cross the road, but he only crosses if he sees no cars coming by in the next 30 seconds. Find his expected waiting time (hint: condition on the time of the first car).

My attempt: Let $X =$ waiting time of David before he crosses the street (so, $X\geq \frac{1}{2}$ mins), $Y = $ time that the 1st car took to cross the point where David waits (in mins), so $Y$ follows P.P$(3)$

We have: $E(X) = E(X|Y<\frac{1}{2})P(Y<\frac{1}{2}) + E(X|Y\geq \frac{1}{2})P(Y\geq \frac{1}{2})$. The 2nd term is actually just $\frac{1}{2}\ P(N(\frac{1}{2}) = 0) = \frac{1}{2}e^{\frac{-3}{2}},$ because $X$ David would cross the road immediately after waiting for $30$ seconds without seeing any cars.

I'm stucked here because I could not find a way to compute the first term (a more difficult case). Could someone please help me on how to compute this first term?

ghjk
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  • Is the rate 3 per minute, or one per 3 minutes? – Graham Kemp Sep 17 '16 at 05:26
  • @Gramham Kemp: $3$ per minutes. But I think I get the solution now (please let me know if you want to see the solution). Btw, could you give this problem a try: http://math.stackexchange.com/questions/1929973/probability-of-cars-being-blocked-during-red-light – ghjk Sep 17 '16 at 05:55
  • @user177196 Can you point to the source of these puzzles ? – Alvis Sep 17 '16 at 08:54
  • @Alvis This question has been asked before on this site more than once: http://math.stackexchange.com/questions/195560/probability-question-with-interarrival-times http://math.stackexchange.com/questions/1607241/crossing-the-road http://math.stackexchange.com/questions/1692437/crossing-a-lane-of-traffic – Math1000 Sep 19 '16 at 09:00
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    It also appears as problem 3.12 here: http://valjhun.fmf.uni-lj.si/~raicm/Vaje/SPI/SPI_ex.pdf – Math1000 Sep 19 '16 at 09:05

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