Original practice · fully worked
Original variant: routed maintenance time
A maintenance request is routed to a quick workflow with probability 0.40 and to an extensive workflow otherwise. Conditional on the route, completion time is exponential with mean 2 hours for the quick workflow and 5 hours for the extensive workflow. Calculate the unconditional variance of completion time.
- A
3.80 - B
14.44 - C
16.60 - D
18.76 - E
33.20
Answer and calculation
The unconditional first moment is 3.8 and the second moment is 33.2 because an exponential variable with mean m has second moment 2m squared. Subtracting 3.8 squared gives variance 18.76, so choice D is correct.
Setup
Setup
Let X be completion time and M identify the selected workflow. Average the two conditional means using the routing probabilities.
E[X]=0.40(2)+0.60(5)=3.8 Model
Model
For an exponential variable with mean m, the second moment is twice the square of the mean.
E[X2∣M=quick]=2(22)=8 E[X2∣M=extensive]=2(52)=50 Compute
Compute
Mix the conditional second moments and subtract the square of the unconditional mean.
E[X2]=0.40(8)+0.60(50)=33.2 Var(X)=33.2−(3.8)2=18.76 Answer
Answer
The unconditional completion-time variance is 18.76 square hours.
18.76(D)