Inspection of the code for poisson arrivals

Reference no: EM131083699

Recall that for a rate λ Poisson process, the expected number of arrivals in [0, T ] is λT. Inspection of the code for poissonarrivals(lambda,T)will show that initially n = [1.1λT] arrivals are generated. If Sn > T , the program stops and returns {S_j|S_j ≤ T}. Otherwise, if S_n _2n > T. This process may be repeated an arbitrary number of times k until S_kn > T. Let K equal the number of times this process is repeated. What P[K = 1]? What is the disadvantage of choosing larger n so as to increase P[K = 1]?

Reference no: EM131083699

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