DETAILS
In a certain city, buses run every 30 minutes on average. At a particular station, buses are scheduled to arrive at 08:00, 08:30, etc. However, because of unpredictable traffic conditions, the actual arrival times are normally distributed about the scheduled arrival times with a standard deviation of 5 minutes. i.e. bus arrival times are N(08:00, 5^2), N(08:30, 5^2), etc.
INTERMEDIATE QUESTION
A passenger, trying to catch the bus, shows up at the station at exactly 08:00. What is his expected waiting time?
HARDER QUESTION
Suppose he shows up at 07:57 (3 minutes before the scheduled arrival time). What is now his expected waiting time?
CHALLENGE QUESTION
At what time must he show up in order to minimize his waiting time?
What would be the worst time to show up (which maximizes his waiting time)?
2007-07-05
05:36:45
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3 answers
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asked by
Dr D
7
in
Science & Mathematics
➔ Mathematics
magicbright: you're on the right track.
You can find E(X|X>0) by working directly with the probability density function for the normal distribution.
http://en.wikipedia.org/wiki/Normal_distribution#Probability_density_function
2007-07-05
11:00:02 ·
update #1
Someone wanted clarification on this. If the bus arrives before 8, it does not wait until 8. Ignore any time delay between arrival and departure.
2007-07-06
03:44:02 ·
update #2
HINT:
Consider working directly with the probability density function for the normal distribution. And consider the role of the error function (erf) in performing the necessary integration.
http://en.wikipedia.org/wiki/Normal_distribution#Probability_density_function
http://en.wikipedia.org/wiki/Error_function
2007-07-06
03:46:46 ·
update #3
GENERAL SOLUTION
Passenger arrives T minutes before 08:00.
Let x = time the bus arrives, using 08:00 as a reference (μ = 0, σ = 5).
The probability density function for the normal distribution is
f(x) = 1/[σ √(2π)] * exp[-x2 / 2σ2]
Let W = waiting time = T + x
If he arrives before the bus, then he’ll wait T + x minutes. If he misses the 08:00 bus, he will have to wait for the 08:30 bus.
His expected waiting time,
E(W) = ∫{-T to inf} (T+x)*f(x)*dx + (T+30)*P(x<-T)
Evaluating each integral separately
∫{-T to inf} T*f(x)*dx = T/2 * [1 + erf (T/{σ√2}) ]
P(X < -T) = ∫{-inf to -T} f(x)*dx = 1/2 * [1 – erf (T/{σ√2}) ]
∫{-T to inf} x*f(x)*dx = σ/√(2π) * exp [-T2 / 2σ2]
Putting all terms together
E(W) = T + σ/√(2π) *exp [-T2 / 2σ2] + 15* [1 – erf (T/{σ√2}) ]
For T = 0, E(W) = 17.0 mins
For T = 3, E(W) = 12.9 mins
2007-07-07
19:02:21 ·
update #4
To find the min and max of E(W),
dE/dT = 1 – (T + 30) / [σ√(2π)] * exp [-T^2 / (2σ^2) ]
Setting dE/dT = 0 and solving numerically yields
E(W)_min = 10.2 mins when T = 7.4 mins
E(W)_max = 21.5 mins when T = -5.8 mins.
Ideal time = 07:53
Worst time = 08:06
2007-07-07
19:03:05 ·
update #5
Due to the nature of the problem, it was better to work with the probability density function for the normal distribution than the tables.
The intermediate problem involved integrating x*exp(-x2)
The harder problems involved integrating exp(-x^2). For this it is necessary to have some knowledge of the error function (erf). Matlab and Excel have the erf function built in.
2007-07-07
19:03:55 ·
update #6