Rescaling a Poisson Time Window
At a certain busy intersection, crashes occur independently of one another at a constant rate in time. The probability of at least one crash during a given -hour period is . Find the probability of at least one crash during a given -minute period.
Work it out, then compare with the answer.
SolutionShow the worked solution
Model the crashes as a Poisson process of rate per hour. The number of crashes in a window of length hours is , so the probability of no crash in that window is .
The hour has no crash with probability , so
For a -minute window, , and
Hence the probability of at least one crash in minutes is .
Alternative. The value of is never needed. Split the hour into its two halves. Let be the probability of at least one crash in a half-hour; both halves share this because the rate is constant. The hour is crash-free exactly when both halves are. Counts in disjoint windows are independent, so
Taking the root in gives , so .
Key idea. No-event probabilities multiply over disjoint windows. If the long window is times the short one, the short window is event-free with probability equal to the -th root of the long window’s.