Definition of "on the air"

Are we starting? We're starting.Looks like it.Are we on the air? No one even told me we're on the air.We're not on the air.We're not on the air, you're sure?No.Can someone tell us- are we on the air? Someone know?Nobody knows.Nobody knows. Nobody knows if we're on the air. Anyway, this is Penn Jillette, in Las Vegas, not even knowing if we're on the air. They just snuck up on us like that. But it's after 11.It's 11 o'clock, we must be on the air.Which is 2 o'clock in New York and 1 o'clock in Chicago, and I guess we're on the air.

2006 January 3, Penn Jillette, Michael Goudeau, 0:04 from the start, in Penn Radio‎, number 1