The GATE Grind

GATE 2020 ST – Question 51

Stochastic Processes · Poisson and Birth-Death Processes · 2 marks · Numerical answer

A pure birth process has rates λn=2ⁿ,n≥0. Let T be time to grow from0 to5. Find256Var(T).

Practise this question in The GATE Grind →

Show answer and explanation

Correct answer: 341 to 341

Explanation

T is the sum of independent exponential holding times with rates1,2,4,8,16. Variances add: Var(T)=1+1/4+1/16+1/64+1/256=341/256. Therefore256Var(T)=341.

More Poisson and Birth-Death Processes questions

All Poisson and Birth-Death Processes questions →