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Expected Waiting Time in a Queue with exponential distribution


Exponential Distribution - memorylessaverage waiting timeExpected time, exponential distributionExponential distribution - lack of memoryAverage amount of time spend by customerExample of finding the conditional expected amount of time a person spends waiting in line given that she is eventually servedGeneralized expression for waiting time.Exponentially distributed probability at the post officeExponential Probability of customersTotal waiting time of exponential distribution is less than the sum of each waiting time, how so?













1












$begingroup$


I am trying to solve the following problem in my exercise sheet towards preparation of competitive exam:



A post office has 2 clerks. $A$ enters the post office while 2 other customers, $B$ and $C$, are being served by the 2 clerks. She is next in line. Assume that the time a clerk spends serving a customer has the Expo($lambda$) distribution.



What is the expected time spent by $A$ in the post office?



My take:



Total time that A spends in the office is the sum of waiting time + the time taken to serve A.



$$E(textTotal Time) = E(textWaiting Time) + E(textService Time)$$



$$E(textService Time) = frac1lambda$$



Now I computed that the Probability that A is served at any of the counter is $1/2$. Therefore,



$$E(textWaiting Time) = 1/2 times E(textService Time of B) + 1/2 times E(textService Time of C)$$



$$=frac1lambda$$



Which gives me
$$E(textTotal Time) = frac2lambda$$
But the answer given is $frac32lambda$.



Please point out the mistake in what I am thinking or if you think there's a better way to do it.



Thanks.










share|cite|improve this question











$endgroup$
















    1












    $begingroup$


    I am trying to solve the following problem in my exercise sheet towards preparation of competitive exam:



    A post office has 2 clerks. $A$ enters the post office while 2 other customers, $B$ and $C$, are being served by the 2 clerks. She is next in line. Assume that the time a clerk spends serving a customer has the Expo($lambda$) distribution.



    What is the expected time spent by $A$ in the post office?



    My take:



    Total time that A spends in the office is the sum of waiting time + the time taken to serve A.



    $$E(textTotal Time) = E(textWaiting Time) + E(textService Time)$$



    $$E(textService Time) = frac1lambda$$



    Now I computed that the Probability that A is served at any of the counter is $1/2$. Therefore,



    $$E(textWaiting Time) = 1/2 times E(textService Time of B) + 1/2 times E(textService Time of C)$$



    $$=frac1lambda$$



    Which gives me
    $$E(textTotal Time) = frac2lambda$$
    But the answer given is $frac32lambda$.



    Please point out the mistake in what I am thinking or if you think there's a better way to do it.



    Thanks.










    share|cite|improve this question











    $endgroup$














      1












      1








      1





      $begingroup$


      I am trying to solve the following problem in my exercise sheet towards preparation of competitive exam:



      A post office has 2 clerks. $A$ enters the post office while 2 other customers, $B$ and $C$, are being served by the 2 clerks. She is next in line. Assume that the time a clerk spends serving a customer has the Expo($lambda$) distribution.



      What is the expected time spent by $A$ in the post office?



      My take:



      Total time that A spends in the office is the sum of waiting time + the time taken to serve A.



      $$E(textTotal Time) = E(textWaiting Time) + E(textService Time)$$



      $$E(textService Time) = frac1lambda$$



      Now I computed that the Probability that A is served at any of the counter is $1/2$. Therefore,



      $$E(textWaiting Time) = 1/2 times E(textService Time of B) + 1/2 times E(textService Time of C)$$



      $$=frac1lambda$$



      Which gives me
      $$E(textTotal Time) = frac2lambda$$
      But the answer given is $frac32lambda$.



      Please point out the mistake in what I am thinking or if you think there's a better way to do it.



      Thanks.










      share|cite|improve this question











      $endgroup$




      I am trying to solve the following problem in my exercise sheet towards preparation of competitive exam:



      A post office has 2 clerks. $A$ enters the post office while 2 other customers, $B$ and $C$, are being served by the 2 clerks. She is next in line. Assume that the time a clerk spends serving a customer has the Expo($lambda$) distribution.



      What is the expected time spent by $A$ in the post office?



      My take:



      Total time that A spends in the office is the sum of waiting time + the time taken to serve A.



      $$E(textTotal Time) = E(textWaiting Time) + E(textService Time)$$



      $$E(textService Time) = frac1lambda$$



      Now I computed that the Probability that A is served at any of the counter is $1/2$. Therefore,



      $$E(textWaiting Time) = 1/2 times E(textService Time of B) + 1/2 times E(textService Time of C)$$



      $$=frac1lambda$$



      Which gives me
      $$E(textTotal Time) = frac2lambda$$
      But the answer given is $frac32lambda$.



      Please point out the mistake in what I am thinking or if you think there's a better way to do it.



      Thanks.







      probability probability-theory conditional-expectation expected-value exponential-distribution






      share|cite|improve this question















      share|cite|improve this question













      share|cite|improve this question




      share|cite|improve this question








      edited 4 hours ago







      Vizag

















      asked 4 hours ago









      VizagVizag

      920113




      920113




















          1 Answer
          1






          active

          oldest

          votes


















          5












          $begingroup$

          The mistake is that the waiting time is not distributed in the way that you have proposed, because the waiting time is the lesser of the service times of $B$ and $C$. This is because $A$ takes the first available opening, so whoever finishes first, $A$ chooses that clerk. That is to say, if $W_A$ is the waiting time of $A$ and $S_B$, $S_C$ are the service times of $B$ and $C$ respectively, then $$W_A = min(S_B, S_C),$$ and it is not generally true that $operatornameE[W_A] = operatornameE[S_B]/2$.



          Rather, you must compute the minimum order statistic of $B$ and $C$'s service times. Since these are iid exponentially distributed with rate $lambda$, it follows that $$Pr[W_A > t] = Pr[min(S_B, S_C) > t] = Pr[(S_B > t) cap (S_C > t)] oversettextind= Pr[S_B > t] Pr[S_C > t] oversettextid= (e^-lambda t)^2.$$ That is to say, the probability that $A$ waits more than $t$ to begin service is the product of the probabilities that both $B$ and $C$ take more than $t$ to be finished. And this makes perfect intuitive sense--because if $A$ must wait more than $t$, then that means both $B$ and $C$ are still occupied, which means their service times are also more than $t$.



          Now that you know $Pr[W_A > t] = e^-2lambda t$, what can you say about $operatornameE[W_A]$?






          share|cite|improve this answer









          $endgroup$












          • $begingroup$
            Many thanks to you :)
            $endgroup$
            – Vizag
            4 hours ago






          • 1




            $begingroup$
            You say "it is not generally true that $operatornameE[W_A] = operatornameE[S_B]/2$". It does seem to be true here because you have two servers with exponential distributions, so twice the rate and thus half the service time.
            $endgroup$
            – Henry
            4 hours ago











          • $begingroup$
            @Henry Yes, but that assertion nevertheless needs justification, which the explicit calculation of the order statistic furnishes. Moreover, my statement remains correct.
            $endgroup$
            – heropup
            1 hour ago











          Your Answer








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          1 Answer
          1






          active

          oldest

          votes









          active

          oldest

          votes






          active

          oldest

          votes









          5












          $begingroup$

          The mistake is that the waiting time is not distributed in the way that you have proposed, because the waiting time is the lesser of the service times of $B$ and $C$. This is because $A$ takes the first available opening, so whoever finishes first, $A$ chooses that clerk. That is to say, if $W_A$ is the waiting time of $A$ and $S_B$, $S_C$ are the service times of $B$ and $C$ respectively, then $$W_A = min(S_B, S_C),$$ and it is not generally true that $operatornameE[W_A] = operatornameE[S_B]/2$.



          Rather, you must compute the minimum order statistic of $B$ and $C$'s service times. Since these are iid exponentially distributed with rate $lambda$, it follows that $$Pr[W_A > t] = Pr[min(S_B, S_C) > t] = Pr[(S_B > t) cap (S_C > t)] oversettextind= Pr[S_B > t] Pr[S_C > t] oversettextid= (e^-lambda t)^2.$$ That is to say, the probability that $A$ waits more than $t$ to begin service is the product of the probabilities that both $B$ and $C$ take more than $t$ to be finished. And this makes perfect intuitive sense--because if $A$ must wait more than $t$, then that means both $B$ and $C$ are still occupied, which means their service times are also more than $t$.



          Now that you know $Pr[W_A > t] = e^-2lambda t$, what can you say about $operatornameE[W_A]$?






          share|cite|improve this answer









          $endgroup$












          • $begingroup$
            Many thanks to you :)
            $endgroup$
            – Vizag
            4 hours ago






          • 1




            $begingroup$
            You say "it is not generally true that $operatornameE[W_A] = operatornameE[S_B]/2$". It does seem to be true here because you have two servers with exponential distributions, so twice the rate and thus half the service time.
            $endgroup$
            – Henry
            4 hours ago











          • $begingroup$
            @Henry Yes, but that assertion nevertheless needs justification, which the explicit calculation of the order statistic furnishes. Moreover, my statement remains correct.
            $endgroup$
            – heropup
            1 hour ago















          5












          $begingroup$

          The mistake is that the waiting time is not distributed in the way that you have proposed, because the waiting time is the lesser of the service times of $B$ and $C$. This is because $A$ takes the first available opening, so whoever finishes first, $A$ chooses that clerk. That is to say, if $W_A$ is the waiting time of $A$ and $S_B$, $S_C$ are the service times of $B$ and $C$ respectively, then $$W_A = min(S_B, S_C),$$ and it is not generally true that $operatornameE[W_A] = operatornameE[S_B]/2$.



          Rather, you must compute the minimum order statistic of $B$ and $C$'s service times. Since these are iid exponentially distributed with rate $lambda$, it follows that $$Pr[W_A > t] = Pr[min(S_B, S_C) > t] = Pr[(S_B > t) cap (S_C > t)] oversettextind= Pr[S_B > t] Pr[S_C > t] oversettextid= (e^-lambda t)^2.$$ That is to say, the probability that $A$ waits more than $t$ to begin service is the product of the probabilities that both $B$ and $C$ take more than $t$ to be finished. And this makes perfect intuitive sense--because if $A$ must wait more than $t$, then that means both $B$ and $C$ are still occupied, which means their service times are also more than $t$.



          Now that you know $Pr[W_A > t] = e^-2lambda t$, what can you say about $operatornameE[W_A]$?






          share|cite|improve this answer









          $endgroup$












          • $begingroup$
            Many thanks to you :)
            $endgroup$
            – Vizag
            4 hours ago






          • 1




            $begingroup$
            You say "it is not generally true that $operatornameE[W_A] = operatornameE[S_B]/2$". It does seem to be true here because you have two servers with exponential distributions, so twice the rate and thus half the service time.
            $endgroup$
            – Henry
            4 hours ago











          • $begingroup$
            @Henry Yes, but that assertion nevertheless needs justification, which the explicit calculation of the order statistic furnishes. Moreover, my statement remains correct.
            $endgroup$
            – heropup
            1 hour ago













          5












          5








          5





          $begingroup$

          The mistake is that the waiting time is not distributed in the way that you have proposed, because the waiting time is the lesser of the service times of $B$ and $C$. This is because $A$ takes the first available opening, so whoever finishes first, $A$ chooses that clerk. That is to say, if $W_A$ is the waiting time of $A$ and $S_B$, $S_C$ are the service times of $B$ and $C$ respectively, then $$W_A = min(S_B, S_C),$$ and it is not generally true that $operatornameE[W_A] = operatornameE[S_B]/2$.



          Rather, you must compute the minimum order statistic of $B$ and $C$'s service times. Since these are iid exponentially distributed with rate $lambda$, it follows that $$Pr[W_A > t] = Pr[min(S_B, S_C) > t] = Pr[(S_B > t) cap (S_C > t)] oversettextind= Pr[S_B > t] Pr[S_C > t] oversettextid= (e^-lambda t)^2.$$ That is to say, the probability that $A$ waits more than $t$ to begin service is the product of the probabilities that both $B$ and $C$ take more than $t$ to be finished. And this makes perfect intuitive sense--because if $A$ must wait more than $t$, then that means both $B$ and $C$ are still occupied, which means their service times are also more than $t$.



          Now that you know $Pr[W_A > t] = e^-2lambda t$, what can you say about $operatornameE[W_A]$?






          share|cite|improve this answer









          $endgroup$



          The mistake is that the waiting time is not distributed in the way that you have proposed, because the waiting time is the lesser of the service times of $B$ and $C$. This is because $A$ takes the first available opening, so whoever finishes first, $A$ chooses that clerk. That is to say, if $W_A$ is the waiting time of $A$ and $S_B$, $S_C$ are the service times of $B$ and $C$ respectively, then $$W_A = min(S_B, S_C),$$ and it is not generally true that $operatornameE[W_A] = operatornameE[S_B]/2$.



          Rather, you must compute the minimum order statistic of $B$ and $C$'s service times. Since these are iid exponentially distributed with rate $lambda$, it follows that $$Pr[W_A > t] = Pr[min(S_B, S_C) > t] = Pr[(S_B > t) cap (S_C > t)] oversettextind= Pr[S_B > t] Pr[S_C > t] oversettextid= (e^-lambda t)^2.$$ That is to say, the probability that $A$ waits more than $t$ to begin service is the product of the probabilities that both $B$ and $C$ take more than $t$ to be finished. And this makes perfect intuitive sense--because if $A$ must wait more than $t$, then that means both $B$ and $C$ are still occupied, which means their service times are also more than $t$.



          Now that you know $Pr[W_A > t] = e^-2lambda t$, what can you say about $operatornameE[W_A]$?







          share|cite|improve this answer












          share|cite|improve this answer



          share|cite|improve this answer










          answered 4 hours ago









          heropupheropup

          66.1k866104




          66.1k866104











          • $begingroup$
            Many thanks to you :)
            $endgroup$
            – Vizag
            4 hours ago






          • 1




            $begingroup$
            You say "it is not generally true that $operatornameE[W_A] = operatornameE[S_B]/2$". It does seem to be true here because you have two servers with exponential distributions, so twice the rate and thus half the service time.
            $endgroup$
            – Henry
            4 hours ago











          • $begingroup$
            @Henry Yes, but that assertion nevertheless needs justification, which the explicit calculation of the order statistic furnishes. Moreover, my statement remains correct.
            $endgroup$
            – heropup
            1 hour ago
















          • $begingroup$
            Many thanks to you :)
            $endgroup$
            – Vizag
            4 hours ago






          • 1




            $begingroup$
            You say "it is not generally true that $operatornameE[W_A] = operatornameE[S_B]/2$". It does seem to be true here because you have two servers with exponential distributions, so twice the rate and thus half the service time.
            $endgroup$
            – Henry
            4 hours ago











          • $begingroup$
            @Henry Yes, but that assertion nevertheless needs justification, which the explicit calculation of the order statistic furnishes. Moreover, my statement remains correct.
            $endgroup$
            – heropup
            1 hour ago















          $begingroup$
          Many thanks to you :)
          $endgroup$
          – Vizag
          4 hours ago




          $begingroup$
          Many thanks to you :)
          $endgroup$
          – Vizag
          4 hours ago




          1




          1




          $begingroup$
          You say "it is not generally true that $operatornameE[W_A] = operatornameE[S_B]/2$". It does seem to be true here because you have two servers with exponential distributions, so twice the rate and thus half the service time.
          $endgroup$
          – Henry
          4 hours ago





          $begingroup$
          You say "it is not generally true that $operatornameE[W_A] = operatornameE[S_B]/2$". It does seem to be true here because you have two servers with exponential distributions, so twice the rate and thus half the service time.
          $endgroup$
          – Henry
          4 hours ago













          $begingroup$
          @Henry Yes, but that assertion nevertheless needs justification, which the explicit calculation of the order statistic furnishes. Moreover, my statement remains correct.
          $endgroup$
          – heropup
          1 hour ago




          $begingroup$
          @Henry Yes, but that assertion nevertheless needs justification, which the explicit calculation of the order statistic furnishes. Moreover, my statement remains correct.
          $endgroup$
          – heropup
          1 hour ago

















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