Determine probabilities involving exponential distribution

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Homework Help Overview

The discussion revolves around determining probabilities related to an exponential distribution with a specified mean of 10. Participants are tasked with calculating various probabilities and finding specific values based on the properties of the distribution.

Discussion Character

  • Exploratory, Conceptual clarification, Mathematical reasoning

Approaches and Questions Raised

  • The original poster attempts to calculate P(X > 10) using the cumulative distribution function and expresses confusion regarding their results. They question the correctness of their integration approach and the value of lambda.
  • Another participant clarifies that the mean of 10 implies a specific value for lambda, suggesting that the original poster's misunderstanding may stem from this parameter.
  • There is a discussion about the meaning of lambda in the context of exponential distributions, with a focus on its interpretation as an average rate of occurrence.

Discussion Status

The discussion is ongoing, with participants exploring the implications of the mean on the parameter lambda and clarifying the relationship between the mean and the exponential distribution. Some guidance has been provided regarding the correct interpretation of lambda, but no consensus has been reached on the calculations themselves.

Contextual Notes

Participants are working under the constraints of a homework assignment, which may limit the information available for resolving the problem fully. The original poster's calculations appear to be based on an incorrect assumption about the value of lambda, which is under discussion.

s3a
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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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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##.
 
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?
 
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.
 

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