Following Example 4.21, let X and Y denote the arrival times of the first two calls at a telephone switch. The joint PDF of X and Y is
What is the PDF of W = Y - X?
Example 4.21
At noon on a weekday, we begin recording new call attempts at a telephone switch. Let X denote the arrival time of the first call, as measured by the number of seconds after noon. Let Y denote the arrival time of the second call. In the most common model used in the telephone industry, X and Y are continuous random variables with joint PDF.
Where λ > 0 calls/second is the average arrival rate of telephone calls. Find the marginal PDFs fX (x) and fY (y) and the conditional PDFs f X|Y (x|y) and fY |X (y|x).