Vous êtes sur la page 1sur 4

Notes on Exponential Distribution

Exponential distribution is used to model certain types of data. It is a continuous distribution,


that is, an exponential random variable can take any value within its range. An exponential
random variable has range starting from 0 to (that is, it can take any positive value).
Recall the examples of arrivals of customers at a checkout counter of a supermarket, or
arrivals of calls at a customer care centre. We used the Poisson distribution to model the
number of such arrivals during specific time periods. Poisson distribution and exponential
distribution have a nice connection in this regard.
Consider the arrivals in any particular case, say, arrivals of customers at a helpdesk. Let us
assume a Poisson model for these arrivals, where the rate of arrival is per unit time. Now,
let X1 denote the time of the first event (arrival); let X2 denote the time between the first and
the second event. In general, for n 1, let Xn denote the time between the (n 1)th and
the nth event. Clearly, these random variables describe the time between the arrivals. The
sequence X1 , X2 , ..., Xn , ... is called the sequence of interarrival times. Here, X1 , X2 , ..., Xn , ...
are independent random variables, and they have an exponential distribution.
The exponential distribution has one parameter, . The probability distribution looks like
Figure 1.
The probability density function (PDF) for exponential distribution (i.e., the function that
corresponds the curve in Figure 1) is
f (x) = ex ,

x > 0.

Recall that the function by which we get the cumulative probability P (X < x) is called the
cumulative density function (CDF) or simply, the distribution function (DF), and is denoted
1

Figure 1: Exponential Distribution

0.00

0.01

0.02

f(x)

0.03

0.04

0.05

Exponential Distribution

20

40

60

80

100

xaxis

by F (x). For exponential distribution, this function is given by


F (x) = 1 ex ,

x > 0.

Consider the following example.


Example 1: A checkout counter at a supermarket completes the process according to an exponential distribution with a service rate of 6 per hour [equivalently, this information can also be
presented by saying that the service times at a checkout counter are exponentially distributed
with = 6 per hour]. A customer arrives at the checkout counter. Find the probability of the
following events:
2

(a) The service is completed in less than 5 minutes


(b) The customer leaves the checkout counter more than 10 minutes after arriving.

Solution: To solve this problem, we shall convert the service rate so that the time period is
1 minute. So, as the service rate is 6 per hour, we shall take the parameter to be 0.1 per
minute.
(a) P (X < 5) = 1 ex = 1 e0.1(5) = 0.3935
(b) P (X > 10) = ex = e0.1(10) = 0.3679.
The mean of exponential distribution is 1/, and the variance is 1/2 .
The exponential distribution is widely used to model lifetime data, i.e., data regarding lives
of machines, or of electrical appliances etc. The histograms of such data often look like Figure
2. This should explain why exponential distribution is a good choice to model this type of data.
The exponential distribution has an interesting property, called the memoryless property.
If X is an exponential random variable, then this property says

P (X > t + s|X > s) = P (X > t).

This property means, from the point of view of interarrival times, that it does not matter how
long you have waited so far in a queue for a service. It means, for example, that if you wait in
a queue for 10 minutes, the probability that you have to wait for another 10 minutes in that
queue does not depend on the information that you have already waited for 10 minutes.
From the view point of modeling lifetime data, this property does not always seem to be
very practical, and thus, it restricts the use of exponential distribution for such type of data
sometimes.
3

Figure 2: Histogram

2000
1000
0

Frequency

3000

4000

Histogram for lifetimes of certain machines

20

40

60
x

80

100