[SciPy-User] Mean arrivals per time unit -> Time between consecutive arrivals

josef.pktd@gmai... josef.pktd@gmai...
Wed Nov 25 10:20:09 CST 2009


On Wed, Nov 25, 2009 at 10:54 AM, nicky van foreest
<vanforeest@gmail.com> wrote:
> Hi Ram,
>
> YOu should take the interarrival time between two consecutive arrivals
> to be exponentially distributed with rate lambda, where lambda is the
> arrival rate. LIke this the number of arrivals in a fixed period is
> Poisson distributed. I never tried, but I suppose scipy contains a
> module to generate exponentially distributed rv's.

The sum of iid exponential distributed rvs is gamma distributed
http://en.wikipedia.org/wiki/Gamma_distribution

all available in scipy.stats

Josef

>
> Nicky
>
> 2009/11/25 Ram Rachum <cool-rr@cool-rr.com>:
>> Hello,
>>
>> I've just started using scipy/numpy for some queue theory. I have a queue for
>> which the arrival rate is a Poisson distribution. I also have the mean number of
>> arrivals per time unit.
>>
>> I looked around SciPy and I saw I can use scipy.stats.poisson. I was happy that
>> it could make a random variable for number of arrivals per time unit. But I want
>> the time between consecutive arrivals, as a random variable.
>>
>> Does anyone know how I can get that?
>>
>> Thanks,
>> Ram.
>>
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