Title: A generalization of ‘expectation equals reciprocal of intensity' to non-stationary exponential distributions
Abstract:An observer watches one of a set of Poisson streams. He may switch from one stream to another instantaneously. If an arrival occurs in a stream while the observer is watching another stream, he does n...An observer watches one of a set of Poisson streams. He may switch from one stream to another instantaneously. If an arrival occurs in a stream while the observer is watching another stream, he does not see the arrival. The experiment terminates when the observer sees an arrival. We derive a formula which states essentially that the expected total time that the observer watches a stream is equal to the probability that he sees the arrival in this stream divided by the intensity of the stream. This formula is valid independently of the observation policy. We also discuss applications of this formula.Read More
Publication Year: 1994
Publication Date: 1994-03-01
Language: en
Type: article
Indexed In: ['crossref']
Access and Citation
Cited By Count: 23
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