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GATE 2020 ST – Question 21

Stochastic Processes · Poisson and Birth-Death Processes · 1 mark · Multiple choice

N(t) is a Poisson process of rate2. Given N(3)=1, find the expected first arrival time.

  1. 1
  2. 3/2
  3. 2/3
  4. 3

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Show answer and explanation

Correct answer: (B) 3/2

Explanation

Conditional on exactly one arrival in(0,3), its time is uniform on that interval. Its expected value is the midpoint1.5=3/2, B. The unconditional exponential waiting-time mean1/2 is irrelevant after conditioning on the interval count.

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