My book says the following:
Let the departure time of the last flight before the passenger arrives
be 0.
Then Y, the arrival time of the passenger, is a random number from (0,
45).
The waiting time is X = 45 - Y. We have that 0<= t <= 45,
P(X <= t) = P(45 - Y <= t) = P(Y >= 45 - t) = (45 - (45 - t))/45
Why do we equate P(Y >= 45 - t) to (45 - (45 - t))/45 ?
The reason I ask is this:
P(X >= t) would correspond with 1 - F(t-), hence, we exclude
the given t. So why do we include it above for P(Y >= 45 - t)?
If that is unclear, to state it another way: the above result of
(45 - (45 - t))/45 would seem to me to correspond to:
P(Y > 45 - t) vice P(Y >= 45 - t)
Elaboration welcomed.
Since Y is a continuous random variable, P{Y=t}=0.
We have Y = 45 - X, so P{Y <= t} = P{45 - X <= t} = P{X >= 45 - t} = 1
- P{X < 45 - t}; but P{X = 45 - t} = 0, so P{X < 45 - t} = P{X <= 45 -
t} = (45 - t)/45 (since P{X <= v} = v/45 for 0 < v < 45). Thus, P{Y <=
t} = 1- (45-t)/45 = t/45. Note that this is the SAME as P{X <= t}, so
X and Y have the same distribution! This makes sense: if X is
uniformly distributed between 0 and 45, then so is 45 - X.
>
> Why do we equate P(Y >= 45 - t) to (45 - (45 - t))/45 ?
>
> The reason I ask is this:
>
> P(X >= t) would correspond with 1 - F(t-),
F(t-) = F(t) for a continuous random variable (because F(t) = P{X <=
t} = P{X = t} + P{X < t} and P{X = t} = 0).
R.G. Vickson
Thanks for the clear explanation.