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Consider a Poisson process $X={X(t);t\ge0}$ of rate $λ=5$. Here $X(t)$ is the number of customers arrived up to the time$=t$. Suppose that $X(1)=5$ (so 5 customers arrived by the end of the first hour). Find the conditional expectation and conditional variance for (total waiting time) W=W1+W2+...+W5, given that $X(1)=5.$

I'm lost on how to solve this problem. Any help is appreciated!

Drake
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1 Answers1

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Hint: conditioned on $X(1)=5$, the interarrival times $W_1,\ldots,W_5$ are distributed as the order statistics of 5 independent and uniformly distributed random variables over $[0,1]$.

Chen Yang
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