EXPONENTIAL DISTRIBUTION

BANGALORE INSTITUTE OF TECHNOLOGY

Department of Mathematics

Mathematics for Computer Science (BCS301)

Module 1: Probability distributions

Exponential distribution:
The continuous probability distribution having probability density function
 e  x ; x0
P x    is known as exponential distribution where   0 and continuous
 0 ; otherwise
variate ' x ' is called exponential variate.

Note:
From the definition, i) P  x   0
 0 
ii)

 Px  dx   Px  dx   Px  dx
 0

 


 Px  dx   Px  dx
0
(From definition)

 

 Px  dx    e dx
 x

 0

 e  x 
   
   0
  0  1



 Px  dx  1
 P  x  the exponential distribution satisfies probability density function (pdf).

Results:
1
1. Mean of the exponential distribution is  

2
1
2. Variance of the exponential distribution is V      2

 

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 EXPONENTIAL DISTRIBUTION

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3. Standard deviation of the exponential distribution is SD 

Problems:
1. If P  X  is an exponential variate with mean 5, evaluate
a) P0  X  1 b) P   X  10 c) P X  0 or X  1

Solution. m5

1
 5

1
 
5

 e  x  1  5x
; x0  x0
P x     5 e ;
 0 ; otherwise  0 ; otherwise
1
 x 
1  e 5 
1 1 x
1 
a) P0  X  1   Px  dx   e 5 dx     0.1812
0 0
5 5  1 
 5  0
10
 x 
1  e 5 
10 0 10 10 x
1 5
b) P   X  10   Px  dx   P  x  dx  0 P  x  dx  0  0 5 e dx     0.8642

5  1 
 5  0


 x 
1  e 5 
0   x
1 
c) P X  0 or X  1  P X  0   P X  1    Px  dx   Px  dx  0   e 5 dx     0.8187
 1 1
5 5  1 
 5 1

2) The length of telephone conversation has been found to have the exponential
distribution with mean 3 minutes. What is the probability that a call a) Lasting
more than 10 minutes b) takes between 3 to 5 minutes c) End in less than 3 minutes.

Solution. x= Length of telephone conversation.

m3

1
 3


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 EXPONENTIAL DISTRIBUTION

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 
3
Probability function of exponential distribution is given by

 e  x  1 3x
; x0  x0
P x     3 e ;
 0 ; otherwise  0 ; otherwise

 x 
1 e 3 
 
1  3x
a) P(lasting more than 10 min)= P  x  10    P  x  dx   e dx     0.8773
10 10
3 3  1 
 3 10
5
  3x 
1 e 
5 5 x

b) P(between 3 & 5 min)= P3  x  5   Px  dx   e
1 3
dx     0.1790
3 3
3 3 3 
 3
c) P(less than 3 min)=
3
 x 
1  e 3 
3 0 3 3 x
1 
Px  3   Px  dx   Px  dx   Px  dx  0   e 3 dx     0.6321
  0 0
3 3  1 
 3  0

3. In a certain town the duration of a shower is exponentially distributed with

mean equal to 5 minutes. What is the probability that a shower will last for a) At
least 2 minutes b) 10 minutes or more c) Less than 10 minutes d) Between 10 and 12
minutes e) Not more than 6 minutes.

Solution. X  duration of a shower.

m5

1
 5

1
 
5
Probability function of exponential distribution is given by

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 EXPONENTIAL DISTRIBUTION

 e  x  x
; x  0 1 e 5 x0
P x     ;
 0 ; otherwise  5 0
 ; otherwise

 x 
1e 5 
 

x
1 5
a) P(at least 2 min)= Px  2   Px    e dx     0.6703
2 2
5 5   1 

 5  2

 x 
1  e 5 
   x
1 
b) P(10 min or more)= Px  10   Px  dx   Px  dx   e 5 dx     0.1353
10 10 10
5 5  1 
 5 10
c) P(less than 10 min) = Px  10  1  Px  10  0.8646
12
 x 
1 e 5 
12 12 x
1 
d) P(between 10 &12 min) = P 10  x  12    P  x  dx   e 5
dx     0.0496
10 10
5 5  1 
 5 10
e) P(not more than 6 min)=
6
 x 
1  e 5 
6 0 6 6 x
1 5
Px  6   Px dx    Px  dx   Px  dx   e dx     0.6988
  0 0
5 5   1 
 5  0

4. The number of kilometers that a car owner get with a certain type of battery is
exponentially distributed with mean as 30 thousand kms. Find the probability that
one of the type will last for
a) At least 15000 km b) At least 22500 km

Solution. x= Certain type of a battery will last

m  30,000

1
  30,000

1
 
30,000
Probability function of exponential distribution is given by

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 EXPONENTIAL DISTRIBUTION

 
x
 e  x ; x  0  1 e 30,000 x0
Px     ;
 0 ; otherwise  30,000
 0 ; otherwise

a) P(at least 15,000kms)=


  x 
 

x
 e 30000 
 
Px  15,000   Px   
1 1 1
e 30000dx    e 2
15000 15000
30000 30000   1 
 30000 
 15000
b) P(atmost22,500kms)=
22500
 x 
22500 0 22500 22500

x
 e 5 
Px  22,500   Px dx    Px  dx   Px  dx  
1 1
e 30000dx   
  0 0
30000 5  1 
 5  0

5. At a certain city bus stop, three buses arrive per hour, on an average. Assuming that
the time between successive arrivals is exponentially distributed find the probability
that the time between the arrival of successive buses is i) less than 10 minutes ii) at
least 30 minutes.
Solution. x = The time between the arrivals of successive buses.

(Note: Given that 3 buses arrive per hour on an average.  Time between
the successive arrival is 20 minutes 60 3 on an average)

m  20

1
  20

1
 
20
Probability function of exponential distribution is given by

 e  x  x

; x  0  1 e 20 x0
P x     ;
 0 ; otherwise  20 0
 ; otherwise

a) P(less than 10 min)=

10
 x 
1  e 20 
10 0 10 10 x

Px  10   Px dx    Px  dx   Px  dx   e 20 dx 
1
   0.3934
  0 0
20 20   1 
 20  0

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 EXPONENTIAL DISTRIBUTION


 x 
1 e 5 
  x
1 
b) P(at least 30 min)= P  x  30    P  x    e 20
dx     0.2231
30 30
20 5  1 
 5 30

6. The sale per day in a shop is exponentially distributed with the average sale
amounting to Rs.100 and net profit is 8%. Find the probability that the net profit
exceeds Rs.30 on two consecutive days.
Solution. x = turnover per day in a shop (sale per day)

m 100

1
 100

1
 
100
Probability function of exponential distribution is given by

 e  x  
x
; x  0  1 e 100 x0
P x     ;
 0 ; otherwise 100 0
 ; otherwise

For net profit of Rs 30/-, let A be the turn over (in Rs)

For net profit of 8%, turnover is 8% A  30

8
 A  30
100
 A  Rs 375 / 

Probability that profit exceeding Rs 30/- is probability that turnover is exceeding Rs 375/-

 x 
1  e 100 
  x
1 100
Px  375   Px  dx  
375
e dx     e 100
375 375
100 100   1 
 100  375

The probability that the net profit exceeds Rs 30/- on 2 consecutive days is given by
375 375
e 100
e 100

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 EXPONENTIAL DISTRIBUTION

EXPONENTIAL DISTRIBUTION

1 Obtain the mean and standard deviation of an exponential distribution.

2 Find the cumulative distribution function for the exponential distribution.

3 If X is an exponential variate with mean 4, evaluate a) P0  X  1 b) P X  2 c)
P   X  10
4 The length of telephone conversation has been found to have the exponential distribution
with mean 3 minutes. What is the probability that a call a) Lasting more than 10 minutes b)
takes between 3 to 5 minutes c)End in less than 3 minutes
5 The number of kilometers that a car owner get with a certain type of battery is
exponentially distributed with mean as 30 in thousand kms. Find the probability that one of
the type will last for a)At least 15000 km b)At least 22500 km
6 In a certain town the duration of a shower is exponentially distributed with mean equal to 5
minutes. What is the probability that a shower will last for a) At least 2 minutes b) 10
minutes or more c) Less than 10 minutes d) Not more than 6 minutes e) Between 10 and 12
minutes.
7 If a life time of a certain type of electric bulb is distributed as an exponential variable with
mean value 1000 hours. What is the probability that a bulb will last for more than 1000
hours.
8 At a certain city bus stop, three buses arrive per hour, on an average. Assuming that the
time between successive arrivals is exponentially distributed find the probability that the
time between the arrival of successive buses is i) less than 10 minutes ii) at least 30
minutes.
9 The sale per day in a shop is exponentially distributed with the average sale amounting to
Rs.100 and net profit is 8%. Find the probability that the net profit exceeds Rs.30 on two
consecutive days

DEPARTMENT OF MATHEMATICS, B.I.T 7