Reation Between Exponential Dist and Poisson
Reation Between Exponential Dist and Poisson
Exponential Distribution
NORMAL
DISTRIBUTION
Probability distributions are generally divided into two
classes.
•discrete probability distribution
•continuous probability distribution
X
0 3 6 8 9 12
Expected value:
E( X )
all x
xi p(xi )dx
Variance:
( xi ) p(xi )dx
2
Var ( X )
all x
Standardizing:
• Suppose X~N(
• Form a new random variable by subtracting the mean from X
and dividing by the standard deviation :
(X
• This process is called standardizing the random variable X.
92 80 12
z1 1.2
10 10
90 80 10
z2 1.25
8 8
90 on exam 2 is better than 92 on exam 1
Probability density function:
Density of a continuous random variable, is a function, whose
value at any given sample in the sample space can be interpreted
as providing a relative likelihood that the value of the random
variable would equal that sample.
Solution:
Mean μ = 65
Standard deviation, σ = 4
Expected value, X = 4
Z-score, z = X−μ/σ
z = 60−65/4 = -1.25
x
f ( x) e x0
1
f ( x) e x /
for x 0, 0
Cumulative Distribution function:
Mean E(X) = 1/λ
Variance V(X) = 1/ λ2
x
F ( x) 1 e x0
x0 /
P ( x x0 ) 1 e
Memory less property
• Exponential Density often used in
queuing systems for:
– Elapsed time between arrivals to a system
– Time required to service a transaction
The Exponential Distribution
The exponential
distribution has a
number of useful
applications. For
example, we can use it
to describe arrivals at a
car wash or the time it
takes to load a truck.
Example: Al’s Full-Service Pump
Exponential Distribution
f(x)
.4 P(x << 2)
P(x 2) == 11 -- 2.71828 -2/3 = 1 - .5134 = .4866
2.71828-2/3 = 1 - .5134 = .4866
.3
.2
.1
x
1 2 3 4 5 6 7 8 9 10
Time Between Successive Arrivals (mins.)
Relationship between the Poisson
and Exponential Distributions