1 00:00:00,600 --> 00:00:03,900 We will now go through a very simple example, in which we 2 00:00:03,900 --> 00:00:07,830 just get to use the formulas that we have available. 3 00:00:07,830 --> 00:00:12,210 The Poisson process is a pretty good model of email arrivals 4 00:00:12,210 --> 00:00:15,670 at least during a limited part of the day. 5 00:00:15,670 --> 00:00:18,100 For example, during daytime, emails 6 00:00:18,100 --> 00:00:21,620 may be arriving as a Poisson crosses with a certain rate. 7 00:00:21,620 --> 00:00:23,530 But then during night time, they may 8 00:00:23,530 --> 00:00:27,520 be arriving as a Poisson process with a different rate. 9 00:00:27,520 --> 00:00:29,910 Nevertheless, the assumption that we will make 10 00:00:29,910 --> 00:00:33,190 is that, at least for this problem, 11 00:00:33,190 --> 00:00:35,530 that emails arrive as a Poisson process 12 00:00:35,530 --> 00:00:39,610 with a fixed rate of five messages per hour. 13 00:00:39,610 --> 00:00:41,530 What is the mean and the variance 14 00:00:41,530 --> 00:00:44,790 of the number of emails received during a day? 15 00:00:44,790 --> 00:00:47,800 Well, we have formulas for the mean and the variance. 16 00:00:47,800 --> 00:00:51,370 And in this problem, we have a lambda equal to 5, 17 00:00:51,370 --> 00:00:54,950 and tau consists of 24 hours. 18 00:00:54,950 --> 00:00:58,220 So the answer is 5 times 24. 19 00:00:58,220 --> 00:01:01,370 And this answer applies to both of the mean and the variance, 20 00:01:01,370 --> 00:01:06,170 because for the Poisson random variable, these are the same. 21 00:01:06,170 --> 00:01:07,630 What is the probability that we get 22 00:01:07,630 --> 00:01:10,980 one new message in the next hour? 23 00:01:10,980 --> 00:01:15,320 This has to do with the PMF of the number of arrivals 24 00:01:15,320 --> 00:01:17,690 during the next hour, and that PMF 25 00:01:17,690 --> 00:01:20,620 is given by the Poisson probabilities. 26 00:01:20,620 --> 00:01:23,300 We're asking for the probability of one new message, 27 00:01:23,300 --> 00:01:26,650 so that k is equal to 1, in the next hour, 28 00:01:26,650 --> 00:01:28,840 so that tau is equal to 1. 29 00:01:28,840 --> 00:01:31,550 So we're looking for this expression here. 30 00:01:31,550 --> 00:01:35,330 And using also that lambda is equal to 5, 31 00:01:35,330 --> 00:01:37,860 we enter those numbers into this formula. 32 00:01:37,860 --> 00:01:43,190 And what we obtained is 5 times e to the minus 5. 33 00:01:43,190 --> 00:01:47,009 Finally, what is the probability that during each 34 00:01:47,009 --> 00:01:50,940 of the next three hours, you'll obtain two messages. 35 00:01:54,259 --> 00:01:56,570 So this is an event which is actually 36 00:01:56,570 --> 00:01:58,970 the intersection of three events, 37 00:01:58,970 --> 00:02:02,220 the event of two messages in this hour, 38 00:02:02,220 --> 00:02:06,600 two messages in this hour, and two messages in that hour. 39 00:02:06,600 --> 00:02:09,820 For the Poisson process, we have assumed that different time 40 00:02:09,820 --> 00:02:12,670 intervals are independent of each other. 41 00:02:12,670 --> 00:02:15,580 So what we need to do is to multiply 42 00:02:15,580 --> 00:02:18,100 the probability of two messages in this hour 43 00:02:18,100 --> 00:02:20,260 with the probability of two messages in that hour, 44 00:02:20,260 --> 00:02:23,500 and the probability of two messages in that power. 45 00:02:23,500 --> 00:02:26,570 On the other hand, for each one of the hours, 46 00:02:26,570 --> 00:02:28,700 the probability's going to be the same, 47 00:02:28,700 --> 00:02:32,040 so it's enough to take the probability of two messages 48 00:02:32,040 --> 00:02:38,910 during this hour, which is in our notation this quantity, 49 00:02:38,910 --> 00:02:41,220 and multiply it with itself three times, 50 00:02:41,220 --> 00:02:45,210 so we get the third power of this. 51 00:02:45,210 --> 00:02:49,570 Now this expression is equal to the following. 52 00:02:49,570 --> 00:02:53,300 Lambda times tau is 5. 53 00:02:53,300 --> 00:02:57,350 k is equal to 2, so we get 5 squared. 54 00:02:57,350 --> 00:03:00,140 Then we have an e to the minus 5 term. 55 00:03:00,140 --> 00:03:03,580 And k is equal to 2, so we're dividing by 2. 56 00:03:03,580 --> 00:03:06,930 And we take the third power of this.