RE: The Poisson process and Lognormal action time.
This kind of problem arises a lot in the actuarial literature (a
process for the number of claims and a process for the claim size),
and the Poisson and the lognormal have been used in this context - it
might be worth your while to look there
Jacek Gomoluch [EMAIL PROTECTED] wrote in message
news:9uqkmv$954$[EMAIL PROTECTED]...
In a stochastic process the number of customers which are arriving at a
server (during a time intervall) is desribed by a Poisson distribution:
P(n)=exp(-v) * (v^n)/(n!)
Each arriving customer has a
In a stochastic process the number of customers which are arriving at a
server (during a time intervall) is desribed by a Poisson distribution:
P(n)=exp(-v) * (v^n)/(n!)
Each arriving customer has a task to be carried out of which the size (in
units) is described by a lognormal distribution:
If the poisson arrival process and the work process are independent,
then have a look at Wald's law in (almost) any probability book. For
example, the mean amount of work is then simply the product of the means
of each RV, in your case:
E(amount of work in a fixed time interval)=v*E(U) where U
