In: Statistics and Probability
Suppose you arrive at a post office having three clerks at a moment when both are busy but there is no one else waiting in line . You will enter service when either clerk becomes free. If service times for clerk i are exponential with rate λ1=1/hr , λ2=2/hr and λ3=3/hr , find E[T], where T is the amount of time that you spend in the post office
T is the amount of time that you spend in the post office
T = min(R1,R2,R3) + S
where
Let Ri = remaining service time of the customer with clerk i, i = 1, 2,3
S is your service time
Now
Ri follow Exponential distribution with i
min(R1,R2,R3) follow exponential distribution with rate = 1 + 2 + 3
E(min(R1,R2,R3) ) = 1/( 1 + 2 + 3) =1/( 1+2+3 ) = 1/6
S = exp(1) when R1 = min(R1 ,R2,R3)
=exp( 2) if R2 = min(R1 ,R2,R3)
= exp(3) if R3 = min(R1 ,R2,R3)
P(Rj = min (R1,R2,...,Rn))
= j/(1+ 2+ ...+n)
E(S) = E(S| R1 = min(R1,R2,R3)) P(R1 = min(R1,R2,R3)) + ....
= 1/1 * 1/(1+ 2+3) + ...
= 1/((1+ 2+ 3) + ...
E(S) = 3/( 1 + 2 + 3) = 3/6
hence
E(T) = E(min(R1,R2,R3)) + E(S)
= 1/6 + 3/6
=4/6
=2/3