Probability that $25$ calls are received in the first $5$ minutes.

poisson distributionpoisson processprobabilityprobability theory

Calls are received at a company according to a Poisson process at the
rate of 5 calls per minute. Find the probability that $25$ calls are
received in the first $5$ minutes and six of those calls occur during
the first minute.

Denote the number of calls with $N_t$ at time $t$. We have that $N_t\sim\text{Poi}(\lambda t),$ where $\lambda=5$. We are looking for

$$\mathbb{P}(N_5=25\ | \ N_1=6 )=\frac{\mathbb{P}(N_1=6,N_5-N_1=19)}{\mathbb{P}(N_1=6)}=\frac{\mathbb{P}(N_1=6,\tilde{N_4}=19)}{\mathbb{P}(N_1=6)}=…$$

by stationary increments. Independent icrements also give that we can proceed with

$$…=\frac{\mathbb{P}(N_1=6)\mathbb{P}(\tilde{N_4}=19)}{\mathbb{P}(N_1=6)}=\mathbb{P}(\tilde{N_4}=19)=\frac{(5\cdot 4)^{19}e^{-5\cdot 4}}{19!}\approx0.0888.$$

Which is incorrect. However I get the correct answer if I, with the same method using increments, calculate $\mathbb{P}(N_5=25\ , \ N_1=6 ).$

Question:

Why is it wrong to calculate $\mathbb{P}(N_5=25\ | \ N_1=6 )$? To me this seems intuitive: We want to find the probability that $25$ calls are received given that $6$ calls already have happened in the first minute.

Best Answer

We weren't given a conditional probability question. It isn't previously known or given that $6$ calls happened in the first minute. Had it said something along those lines then your conditional probability approach would have been correct.

Instead we have two events $A$ and $B$, and we want the probability of $A\cap B$, and because events over disjoint time intervals are independent in the Poisson process, we can find $\mathbb{P}(A\cap B) = \mathbb{P}(A) \mathbb{P}(B)$

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