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Module4_Exponential

The document discusses the exponential distribution, defining it as a continuous random variable with a specific probability density function characterized by a parameter λ. It highlights the mean and variance, applications in modeling time-related events, and the memoryless property, which is significant for component lifetimes. Examples illustrate how to calculate probabilities related to the exponential distribution, such as tire mileage and machine repair times.

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8 views6 pages

Module4_Exponential

The document discusses the exponential distribution, defining it as a continuous random variable with a specific probability density function characterized by a parameter λ. It highlights the mean and variance, applications in modeling time-related events, and the memoryless property, which is significant for component lifetimes. Examples illustrate how to calculate probabilities related to the exponential distribution, such as tire mileage and machine repair times.

Uploaded by

geet23pa
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Exponential Distribution

Definitions: A continuous RV X is said to follow an exponential distribution or negative


exponential distribution with parameter λ> 0, if its probability density function is given
by

Mean and Variance of the Exponential Distribution

Raw moments about the origin of the exponential distribution are given by

E(X) = Mean of the exponential distribution


Graphs of several exponential pdf’s

The exponential probability distribution is useful in


describing the time it takes to complete a task.
The exponential random variables can be used to describe:
•Time between vehicle arrivals at a toll booth
•Time required to complete a questionnaire
•Distance between major defects in a highway
In waiting line applications, the exponential distribution is
often used for service times.
Memoryless Property of the Exponential Distribution

Another important application of the exponential distribution is to model the


distribution of component lifetime.

A partial reason for the popularity of such applications is the “memoryless”


property of the exponential distribution.

(1)
Ex: The mileage which car owners get with a certain kind of radial tire is a RV having
an exponential distribution with mean 40,000 km. Find the probabilities that one of
these tires will last (i) at least 20,000 km and (ii) at most 30,000 km.

Solution Let X denote the mileage obtained with the tire


Ex: The time (in hours) required to repair a machine is exponentially distributed with
parameter λ = 1/2.
(a) What is the probability that the repair time exceeds 2 h?
(b) What is the conditional probability that a repair takes at least 10 h given
that its duration exceeds 9 h?

Solution If X represents the time to repair the machine, the density function of
X is given by

(by the memoryless property)

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