In: Statistics and Probability
Lee and Martin compete in an arcade game where the two have to
press a button as soon as an alarm sound is triggered. Who presses
the button first wins. Suppose the response times of Lee and Martin,
X1 and X2, are independent random variables where Xi is
exponentially distributed with rate λi.
a) What is the distribution of the time between the alarm sound and
the first response?
b) What is the probability that the time until the first response exceeds T?
c) Suppose the game is played for n rounds and the response times of Lee and Martin are independent and identically distributed across different games. What is the variance of the number of rounds in which the response time exceeds T?
The response time of Lee is
the pdf is
The CDf is
The response time of Martin is
the pdf is
The CDf is
a) What is the distribution of the time between the alarm sound and the first response?
Let Z be the the time between the alarm sound and the first response. The first response is the minimum of response times of Lee and Martin
Hence
The cdf of Z is
The pdf of Z is
This is the pdf of an exponential distribution with rate
b) What is the probability that the time until the first response exceeds T?
the probability that the time until the first response exceeds T is
c) Suppose the game is played for n rounds and the response times of Lee and Martin are independent and identically distributed across different games. What is the variance of the number of rounds in which the response time exceeds T?
the probability that the time until the first response exceeds T on any given round is
Let Y be the number of rounds out of n, in which response time exceeds T. Since the response times of Lee and Martin are independent and identically distributed across different games, we can say that Y has a Binomial distribution with parameters, number of trials (number of rounds played) n=n and success probability (the probability that the time until the first response exceeds T on any given round) p=.
The Binomial probability that Y=y rounds in which response time exceeds T is
The variance of Y using the formula for Binomial variance is
ans: the variance of the number of rounds in which the response time exceeds T is