Original practice · fully worked
Original variant: low tail of a compound alert count
The number N of incidents reaching a network hub in one hour is Poisson with mean 0.8. Each incident independently produces a positive geometric number of alerts with mean 2, and alert counts from different incidents are independent. Find the probability that the hub receives at most one alert during the hour.
- A
0.17973 - B
0.44933 - C
0.55067 - D
0.62906 - E
0.80879
Answer and calculation
At most one alert means either no incidents, or one incident producing exactly one alert. These probabilities sum to exp(-0.8)(1+0.8/2)=0.62906, choice D.
Setup
Setup
Recover the geometric success parameter from its mean.
E[K]=p1=2⟺p=21 Pr(K=1)=21 Model
Model
Because every incident creates at least one alert, list the only cases yielding total zero or one.
{S=0}={N=0} {S=1}={N=1,K1=1} Compute
Compute
Evaluate the two disjoint compound-count cases.
Pr(S≤1)=e−0.8+e−0.8(0.8)(21) Pr(S≤1)=1.4e−0.8=0.6290605 Answer
Answer
The low-tail probability is approximately 0.62906.
0.62906(D)