This Exam P sample reference tests Poisson Distribution. This problem converts an at-least-one Poisson probability through its zero-count complement. Solving 1-exp(-lambda_2)=2[1-exp(-0.5)] gives lambda_2=1.54618, so choice D.
For a Poisson count with mean λ, the complement of a zero count is the probability of one or more events.
Pr(N≥1)=1−Pr(N=0)=1−e−λ
Model
Model
Apply the reported probability multiplier to the two means and isolate the second zero-count probability.
1−e−λ2=2(1−e−0.5)
e−λ2=2e−0.5−1
Compute
Compute
Take the negative natural logarithm of the positive complement.
λ2=−ln(2e−0.5−1)
λ2=1.5461752701
Answer
Answer
The second Poisson mean rounds to 1.55.
1.55(D)
Test the method on unseen problems
Probability Univariate Distributions Practice Workbook
30 original univariate random variables problems with complete solutions and wrong-choice analysis. Written for Exam P, not copied from the SOA set. One-time $19 PDF.
These notes identify the calculation error associated with each wrong letter when that error is reproducible.
ADoubling the first mean gives 1.00, but the resulting at-least-one probability ratio is only 1.6065 because 1-exp(-λ) is nonlinear.
BSubstitution of 1.19 gives an at-least-one probability ratio of 1.7683 rather than the required 2.
CSubstitution of 1.23 gives a probability ratio of 1.7986. It still under-solves the nonlinear complement equation.
EUsing 2.00 produces a ratio of 2.1975, overshooting the stated probability multiplier.
Original practice · fully worked
Original variant: scale a Poisson alert probability
Alerts arrive according to a homogeneous Poisson process. During an eight-hour shift, the probability of at least one alert is 0.75. Calculate the probability of at least one alert during a two-hour interval.
A 0.0625
B 0.1875
C 0.2500
D 0.2929
E 0.7071
Answer and calculation
The eight-hour zero probability is 0.25. A two-hour interval is one quarter as long, so its zero probability is 0.25⁽¹⁄⁴⁾=1/√(2), leaving at-least-one probability 0.292893 and choice D.
Setup
Setup
Let r be the hourly Poisson rate and convert the eight-hour observation to a zero-count probability.
Pr(N8=0)=1−0.75=0.25
e−8r=0.25
Model
Model
Use exponential time scaling to obtain the zero probability over one quarter of the duration.
e−2r=(e−8r)1/4=0.251/4=21
Compute
Compute
Take the complement of the two-hour zero-count probability.
Pr(N2≥1)=1−21=0.2928932188
Answer
Answer
The two-hour at-least-one probability is approximately 0.2929.