Calls that become sales
Calls reach a desk as a Poisson process with rate per hour. Each call independently becomes a sale with probability .
In a given hour there were exactly sales. What is the expected number of calls in that hour?
Fractions, decimals with at least 3 significant digits, and expressions such as sqrt(2)/2, e^-1 or pi/4.
Split the calls into sales and non-sales. What are the distributions of the two counts, and are they related?
Thinning a Poisson count gives two independent Poisson counts.
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s Shown after a correct answer. Revealing it first marks the problem as seen, not solved.
Idea. Splitting a Poisson process at random gives two independent Poisson processes. So knowing the number of sales tells you nothing about the number of non-sales.
Step 1: thinning. Let be the number of calls in the hour, the sales and the other calls. Then and , and and are independent.
Step 2: condition.
Why independence is surprising. One might expect sales to suggest about calls. That reasoning would be right if the total number of calls were fixed in advance. Here it is random, and with a Poisson count the two kinds of calls carry no information about each other.
Check without the trick. can be computed from ; after simplification it is exactly the probability of .