Determine probabilities involving exponential distribution

In summary: In that context, ##\lambda## is often called the "arrival rate".)In summary, the problem asks for probabilities and a value of x in a given exponential distribution with mean 10. The correct answers for P(X > 10), P(X > 20), and P(X < 30) are 0.3679, 0.1353, and 0.9502 respectively. To solve for these probabilities, the formula f(x) = lambda * exp(-lambda * x) is used, where lambda is the arrival rate and x is the value in question. However, the mistake made was using lambda = 10 instead of lambda = 1/10. The value of x such that P(X
  • #1
s3a
818
8

Homework Statement


Problem(s):
Suppose that X has an exponential distribution with mean equal to 10.

Determine the following:
(a) P(X > 10)
(b) P(X > 20)
(c) P(X < 30)
(d) Find the value of x such that P(X < x) = 0.95.

Correct answers:
(a) 0.3679
(b) 0.1353
(c) 0.9502
(d) 29.96

Homework Equations


Exponential distribution: f(x) = lambda * exp(-lambda*x) when x > 0 and 0 elsewhere (always assuming lambda > 0)

The Attempt at a Solution


To be honest, I'm extremely confused, and I'm stuck at part (a).

What I'm doing is

P(X > 10) = 1 - P(X <= x)
P(X > 10) = 1 - integral of lambda * exp(-lambda*x) from 0 to 10 (I am integrating because I want the probability density function to be a cumulative density function)
P(X > 10) = 1 - -[exp(-10*10) - exp(0)]
P(X > 10) = 1 - -[exp(-100) - 1]
P(X > 10) = 1 + [exp(-100) - exp(0)]
P(X > 10) = 1 + exp(-100) - exp(0)
P(X > 10) = 1 + exp(-100) - 1
P(X > 10) = exp(-100)

P(X > 10) = 3.72007597602083596296e-44 (which is not 0.3679)

Any help in solving this problem would be GREATLY appreciated!
 
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  • #2
s3a said:

Homework Statement


Problem(s):
Suppose that X has an exponential distribution with mean equal to 10.

Determine the following:
(a) P(X > 10)
(b) P(X > 20)
(c) P(X < 30)
(d) Find the value of x such that P(X < x) = 0.95.

Correct answers:
(a) 0.3679
(b) 0.1353
(c) 0.9502
(d) 29.96

Homework Equations


Exponential distribution: f(x) = lambda * exp(-lambda*x) when x > 0 and 0 elsewhere (always assuming lambda > 0)

The Attempt at a Solution


To be honest, I'm extremely confused, and I'm stuck at part (a).

What I'm doing is

P(X > 10) = 1 - P(X <= x)
P(X > 10) = 1 - integral of lambda * exp(-lambda*x) from 0 to 10 (I am integrating because I want the probability density function to be a cumulative density function)
P(X > 10) = 1 - -[exp(-10*10) - exp(0)]
P(X > 10) = 1 - -[exp(-100) - 1]
P(X > 10) = 1 + [exp(-100) - exp(0)]
P(X > 10) = 1 + exp(-100) - exp(0)
P(X > 10) = 1 + exp(-100) - 1
P(X > 10) = exp(-100)

P(X > 10) = 3.72007597602083596296e-44 (which is not 0.3679)

Any help in solving this problem would be GREATLY appreciated!

Your problem is that if the mean is ##10##, then ##\lambda = \frac 1 {10}##, not ##\lambda = 10##.
 
  • #3
Oh! So, my work was not complete nonsense! :D

Mu is often the letter used to represent the mean, but what does lambda represent, though?
 
  • #4
s3a said:
Oh! So, my work was not complete nonsense! :D

Mu is often the letter used to represent the mean, but what does lambda represent, though?

It is an average rate. If we have an "arrival process" whose times of arrivals are the random epochs ##0 = T_0, T_1, T_2, T_3, \ldots##, and the successive interarrival times ##X_1 = T_1 - T_0, X_2 = T_2 - T_1, X_3 = T_3 - T_2, \ldots## are independent and exponentially distributed with parameter ##\lambda##, then the (random) number of arrivals in a time interval of length ##L## is Poisson with mean ##\lambda L##. That is, the expected number of arrivals in time ##L## is ##\lambda L##, so ##\lambda## is the expected number of arrivals per unit time = expected arrival rate.
 

1. What is the exponential distribution?

The exponential distribution is a probability distribution that is often used to model the time between events that occur at a constant rate. It is a continuous distribution that is characterized by a single parameter, lambda (λ), which represents the rate of occurrence of the event.

2. How is the exponential distribution different from other distributions?

The exponential distribution is unique in that it is a continuous distribution with a constant failure rate. This means that the probability of an event occurring in a certain time interval does not depend on the length of the interval. In contrast, other distributions such as the normal distribution have a variable failure rate.

3. How do I calculate probabilities using the exponential distribution?

To calculate probabilities using the exponential distribution, you will need to know the value of lambda (λ) and the time interval for which you want to calculate the probability. Then, you can use the formula P(X > t) = e^(-λt) to find the probability of an event occurring after time t, or P(X < t) = 1 - e^(-λt) to find the probability of an event occurring before time t.

4. Can the exponential distribution be used for real-life situations?

Yes, the exponential distribution can be used to model many real-life situations, such as the time between road accidents, the time between customer arrivals at a store, or the time between arrivals of emails in your inbox. It is also commonly used in reliability and survival analysis.

5. How do I interpret the results of an exponential distribution calculation?

The results of an exponential distribution calculation will give you the probability of an event occurring within a certain time interval. For example, if you calculate P(X > 10), it will give you the probability of an event occurring after 10 units of time. This can be interpreted as the likelihood of the event occurring within that time frame.

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