Example 6.18: Suppose that telephone calls arriving at a particular switchboard follow a Poisson process with an average of 5 calls coming per minute. What is the probability that up to a minute will elapse by the time 2 calls have come in to the switchboard? Solution: The Poisson process applies, with time until 2 Poisson events following a gamma distribution with Ģ = 1/5 and Ģ” = 2. Denote by X the time in minutes that transpires before 2 calls come. The required probability is given by P(X ⤠1) = ā«[0,1] (1/Ģ Ā²)xe^(-x/Ģ ) dx = 25ā«[0,1] xe^(-5x) dx = 1 - eā»āµ(1 + 5) = 0.96. While the origin of the gamma distribution deals in time (or space) until the occurrence of Ģ” Poisson events, there are many instances where a gamma distribution works very well even though there is no clear Poisson structure. This is particularly true for survival time problems in both engineering and biomedical applications.