Continuous probability distributions

Exponential distribution
The exponential and Poisson relationship

Exponential distribution
A continuous r.v. X whose probability density function is given,
for some >0 by
e x ,
f ( x)
0,

x0
x0

is said to be exponentially distributed with parameter The

parameter of the exponential density is a constant that
determines the rate at which the curve
1 e xdecreases.
, x0
F (b)

Cumulative distribution function

Mean

E[ X ]

0,

x0

1
2
Variance
V[X ]

Example. A pumping station operator observes that the

demand for water at a certain hour of the day can be modeled
as an exponential random variable with a rate of 0.01 seconds
per cubic feet. Find the probability that the demand will exceed

Exponential distribution
EXERCISE
The service times at teller windows in a bank were
found to follow an exponential distribution with a
mean of 3.2 minutes. A customer arrives at a
window at 4:00 PM
a. Find the probability that he will still be there at
4:02 PM

Exponential distribution
Relationship with the Poisson distribution
The random variable X that equals the distance
between successive events of a Poisson process
with mean >0 is an exponential random
variable with parameter

Exponential distribution
EXAMPLE: A worn machine tool produces defective parts

Poisson
distribution
N: Number of defective parts in one

Exponential
distribution
X: Time between two defective parts

hour
e.g., n= 2

e.g., 0.7<X<1.2

e.g., n= 3

hr

= 2 defective parts/hour

e n
f ( n) P ( N n)
n!

hr

= 2 defective parts/hour
b

f ( x ) P ( a x b ) e x
a

Exponential distribution
EXAMPLE
The time between calls to a corporate office is
exponentially distributed with a mean of 10 minutes
a. What is the probability that there are more than
three calls in one-half hour?
b. What is the probability that there are no calls
within one-half hour?
c. Determine x such that the probability that there
are no calls within x hours is 0.01

Exponential distribution
Lack of memory property
If T follows an exponential distribution with mean
(), and t and s are positive numbers, then
Exercise

PT t s T s P T t

a. The lifetime of a particular integrated circuit has

an exponential distribution with mean 2 years. Find
the probability that the circuit lasts longer than
three years
b. Assume that the circuit is now four years old and
is still functioning. Find the probability that it
functions for more than three additional years.
Compare the results of parts a and b.

Exponential distribution
EXAMPLE
The time between calls to a corporate office is
exponentially distributed with a mean of 10 minutes
a) What is the probability that there are no calls
within a two hour interval?
b) If four non-overlapping one-half hour intervals
are selected, what is the probability that none of
these intervals contains any call?
c) Explain the relationship between the results is
parts d and f