The number of jokes a dad tells his children at home per t minutes has a Poisson distribution with a mean of 0.3t. If he gets home at 6.00 pm, what is the probability that his first joke will arrive before 6.30 pm?
I'm not sure how to start this. Any hints?
The number of jokes between 6:00 and 6:30 pm is $X \sim \mathsf{Pois}(\lambda = 9).$ If the first joke is before 6.30, then we know that $P(X \ge 1) = 1 -P(X = 0) = 1 - e^{-9}.$
As for the distribution of the waiting time $W$ until the next joke, we can find that the probability of no joke in the interval $(0, t)$ is $e^{-.3t}$ But this is the same as saying $P(W > t) = e^{-.3t}$ or that $$F_W(t) =P(X \le t) = 1 - e^{.3t},$$ for $t > 0.$ So you have the CDF $F_W(t).$ You can differentiate it to get the density function $f_W(t).$ From there you can find the mean time $E(W) = 1/0.3 = 3.333$ until the next joke or the probability (about 0.95) that the next joke will be in 10 minutes or less. The continuous random variable $W$ has an exponential distribution with rate parameter $\lambda = 0.3.$