Exponential distribution Definition and 78 Threads

  1. J

    Exponential distribution problem

    Hello forum, I recently lost my notes on this matter, so I hope someone can fill in the gaps in my memory. The problem I am working on is the following: For one ticket window, the waiting time for one people satisfies an exponential distribution λe-λt and expected waiting time is 4 min...
  2. C

    Integral of exponential distribution from zero to infinity

    Homework Statement here's a problem from my assignment let integral p(x)dx=Ae^-(x/a) dx...(1) find value of A, that makes integral p(x)dx=1; and find mean x so that integral x*p(x)dx=a...2) Homework Equations now to solve the first one i found out A to be (-1/a*e^(x/a)) but...
  3. M

    Gamma and exponential distribution

    Homework Statement prove that, for gamma distribution μ=αθ σ^2=αθ^2 for exponential distribution μ=θ σ^2=θ^2
  4. E

    A little help understanding the exponential distribution

    What exactly is the difference between the mean waiting time and the median waiting time for an exponential distribution? I'm looking for a slightly intuitive understanding. I know the formulae, with the mean waiting time as 1/λ and the median as ln2/λ (which I notice is also the formula for...
  5. S

    MLE of P(X<2) - Exponential distribution

    Homework Statement Find the MLE of θ = P (X≤ 2) in a random sample of size n selected from an exponential distribution EXP(λ) Homework Equations f(x, λ) = λ e^(-λx) F(x, λ) = 1 - e^(-λx) The Attempt at a Solution I know how to find the MLE of the mean of an exponential...
  6. Mentallic

    Maths - Solving for the CDF of Y=\sqrt{X}

    Homework Statement If we have the exponential distribution f_X(x)=\frac{1}{2}e^{-x/2} then show that the cumulative distribution function of Y=\sqrt{X} is given by F_Y(y)=1-e^{-y^2/2}Homework Equations F_Y(y)=f_X(x)\cdot\left| \frac{dx}{dy}\right| F_Y(y)=f_X(h^{-1}(y))\cdot\left|...
  7. M

    Stats/Probability: Joint Exponential Distribution

    Homework Statement Suppose that X=time to failure for a component has an exponential distribution with lambda =.25. Suppose that 9 of the components are selected and their failure times noted. Compute the probability that 3 of the components fail between times 1 and 2, and 4 of the components...
  8. B

    Exponential Distribution and radio active decay

    Typical radio active decay question Half time = 1 year λ = ln 2 here Q 1: if we have 1024 atoms at t=0, what is the time at which the expected number remaining is one. Easy, I get 10 years Q 2: The chance that in fact none of the 1024 atoms remains after the time calculated in c...
  9. D

    Probability question about exponential distribution

    Homework Statement A manufacturing process produces 92% good chips (G) and 8% bad chips (B). The lifetime, in seconds, of chips is exponentially distributed E(\lambda). For good chips, \lambda1=1/20000 For bad chips,\lambda2=1/1000 Every chip is tested for 50 seconds prior to leaving the...
  10. B

    Distribution of the sample mean of an exponential distribution

    Let's say you have a random sample of 5 values that are drawn from an exponential distribution with a mean of 8. How do I find the distribution of Ybar, which is the sample mean of the 5 random variables? [Note: Ybar = 1/5(Y₁+Y₂+Y₃+Y₄+Y₅)] I know that for an exponential distribution with...
  11. S

    Help with exponential distribution

    X1,X2,...,XN are independently identically exponentially distributed with expected value of 5. How can I compute X[bar]n when n=20 and N=1000? Then compute the proportion of values of X[bar]n that lie between 6.99 and 7.01. repeat the above question with n=100 My thoughts so basically...
  12. E

    Exponential Distribution and median

    Homework Statement IF X has an exponential distribution with parameter \lambda, derive a general expression for the (100p)th percentile of the distribution. Then specialize to obtain the median. Homework Equations X.exp(\lambda)=\lambda e^{-\lambda x} for x>0 p=F(\eta (p)) =...
  13. M

    Conditional expectation of exponential distribution.

    I have been stuck at this calculation. There are two exponential distributions X and Y with mean 6 and 3 respectively. We need to find E[y-x|y>x] I keep getting it negative, which is clearly wrong. Anybody wants to try it?
  14. A

    Bus simulation in excel, exponential distribution departure

    Homework Statement The bus service operates between points A and B. The buses depart from the terminal station A with headways that follow the negative exponentioal distributiona with parameter 10 trips per hour. Assume that the characteristics of the system remain the same over time (not...
  15. S

    Exponential Distribution Problem

    I am having trouble solving this problem. I'm not sure how to solve this problem... Assume X and Y are independent exponential random variables with means 1/x and 1/y, respectively. If Z=min(X,Y): Is Z exponentially distributed as well (if so, how do you know)? What is the expectation of Z...
  16. 6

    Exponential Distribution and probability

    Homework Statement The time between calls to a corporate office is exponentially distributed with a mean of 10 minutes. What is the probability that there are more than three calls in one-half hour? Homework Equations F(x) = P(X <= x) = 1 - e^-(lamba*x) The Attempt at a Solution...
  17. M

    Exponential distribution likelihood

    In general what do you do when some kind of data is missing from some data that follows exponential distribution. For example, say 3 observations are made by an instrument where x1=5, x2=3, but for x3 the instrument can not give a specific answer because it can't measure past 10. So the only...
  18. M

    Likelihood Function - Exponential Distribution

    Homework Statement X is exponentially distributed. 3 observations are made by an instrument that reports x1=5, x2=3, but x3 is too large for the instrument to measure and it reports only that x3 > 20 . (The largest value the instrument can measure is 10) a)What is the likelihood function...
  19. A

    What is the Probability of Two Major Cracks in a 10 Mile Stretch of Highway?

    Homework Statement The distance between major cracks in the highway follows an exponential distribution with a mean of 5 miles. What is the probability that there are two major cracks in a 10 mile stretch of the highway? Homework Equations exponential dist: f(x) = Le(-Lx) where L...
  20. S

    I don't understand the exponential distribution at all

    This is driving me completely crazy! QUESTION 1: There are two interpretations I find for the exponential distribution: 1) It models the lifetime of something that does not age in the sense that the probability of functioning yet another time unit does not depend on its current age. So...
  21. E

    Joint Bivariate Exponential Distribution

    Homework Statement Consider two components and three types of shocks. A type 1 shock causes component 1 to fail, a type 2 shock causes component 2 to fail, and a type 3 shock causes both components 1 and 2 to fail. The times until shocks 1, 2, and 3 occur are independent exponential random...
  22. R

    What is the Cost of Lifetime for an Exponentially Distributed Component?

    Homework Statement component has lifetime X that is exponentialy distibuted with parameter gamma. a) if the cost per unit time is a constant, c, what is the expectec cost of its lifetime? b) if c is not constant, and=c(1-.5e^(a*x) such that a<0. (aka it costs more over time) what is its...
  23. T

    Multivariate Exponential distribution

    Hi to all :) Does anyone have any idea how the expression for a multivariate exponential distribution looks like? If possible, can you post the source url? Commonly available is the multivariate normal distribution. thanks in advance :biggrin:
  24. J

    Exponential growth and exponential distribution

    I'm a bit confused about exp growth and exp distribution. Suppose I have a branching process situation, where there are n individuals in generation 0, and each individual produces a random number of offspring, according to some distribution (say Poisson), at each generation. Now, then after a...
  25. B

    Probability - Exponential Distribution

    Here's the evil question: Let X~Exponential(alpha). Derive and name the pdf of Y=(alpha)X
  26. Z

    Characteristic function of an exponential distribution

    I need to calculate the characteristic function of an exponential distribution: \phi _X \left( t \right) = \int\limits_{ - \infty }^\infty {e^{itX} \lambda e^{ - \lambda x} dx} = \int\limits_{ - \infty }^\infty {\lambda e^{\left( {it - \lambda } \right)x} dx} I have arrived at the...
  27. C

    Calculating Probability for Exponential Distribution in Unplanned Shutdowns

    I am having a lot of trouble with a homework question from my book. It asks: The time between unplanned shutdowns of a power plant has an exponential distribution with a mean of 20 days. Find the probability that the time between two unplanned shutdowns is more than 21 days. I know this...
  28. D

    Attempts until Rnd<constant, has exponential distribution?

    Suppose a number U is generated from an uniform distribution [0,1]. If you repeat the process until U < some constant, does the number of loops have an exponential distribution? If so, could you point the way to a proof? Thanks in advance.
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