ExponentialDistribution - Maple Help
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The Exponential Distribution

Main Concept

The exponential distribution is a continuous memoryless distribution that describes the time between events in a Poisson process. It is a continuous analogue of the geometric distribution.

 

In order for an event to be described by the exponential distribution, there are three conditions in which the event must hold:

• 

Independence: The events occur in disjoint intervals (non-overlapping)

• 

Individuality: Two or more events cannot occur simultaneously

• 

Uniformity: Each event occurs at a constant rate

If random variable X follows an exponential distribution, the distribution of waiting times between events is defined by the following probability density function:

 

ft = λⅇ−λt   for t  > 0

 

Where: l is the constant rate or intensity at which the event occurs at and t is the length of time between two events.

The cumulative distribution function is defined as:

 

ft=PX≤t=1−ⅇ−λ t for t  > 0

Properties

 

PDF

λⅇ−λt

The probability density function

CDF

1−ⅇ−λ t

The cumulative distribution function

Mean E(X)

1λ 

The expected value of a random variable

Variance Var(X)

1λ2

Represented by the symbol σ2, representing how much variation or spread exists from the mean value

where λ = is the intensity or the rate at which an event occurs.

 

Example

Suppose you are testing a new software, and a bug causes errors randomly at a constant rate of three times per hour. What is the probability that the first bug will occur within the first ten minutes?

 

Let rate or intensity be  λ = 3 per hour and t = 1/6 hours (10 minutes)

P(X < 1/6) = ∫016λe−&lambda;t &DifferentialD;t = 0.393

Therefore the probability that the first bug will occur in the next 10 minutes is 0.393.

 

 

Change the intensity of the event l and time t to observe the change in the exponential distribution and the corresponding probability value:

rate of event (l) =  

time between events (t) =

 

 

More MathApps

MathApps/ProbabilityAndStatistics


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