7

Moments: X exp o mean o

change of Variable
E x die to
f se
f e t I a

c of In to a da ode
go eat e todt
on the de
f
OnTin
TE
E x O T inti o n

We can use this equation to find expected values for the exponential distribution
without having to integrate by parts.
Let ! ∼ Exp(mean #)
Mean:
Ext
h o Tanti
L 0
L O
n
Ex
 8
Variance: VarCX E x Ex
TEX G Tint1
1
6 2 202
1
202 02
02

E
Matt E ett
Jet
MGF:
I e du

x t t
togo e d
t
IgE
t
s
he
to 5 e
x v explol finkto e
É'd
foot e lookthe pdf of exp
É

to f f e Fdn
Pdf of explot exp

I.ge
I
Relationship between Poisson and Exponential
The Exponential 2 distribution is used when the Exponential distribution is used in
relation to the Poisson distribution.
Y n pots x
x exp x meant he mean rate
GTheorem:
9

If occurrences are happening at an average rate of % per unit, then the time between
!
the occurrences has an exponential distribution with mean .
"

Pf a visit CDF on page 3

 a disc case Geometric dish has this properly
10

Memoryless Property
The exponential distribution possesses the memoryless property:

i it
It depends on the length of time
regardless of past information

Examples for Exponential Distribution

Example: The magnitudes of earthquakes can be modeled by an exponential

distribution with mean 2.4. Find the probabilities that the next earthquake
will have the following characteristic.
a. It will be no more than 2.5 on the Richter scale.

x of earthquakes Richterscale I
magnitudes
N exp 0 2.4 I ECN 0 2.4 Varix 032.42 5.76
fin t.ge 4 20 Fini l e 4

P XE2 5 F 2.51 1 e Ed o 6472

b. It will exceed 4.0 on the Richter scale.

Pix 4 1 P E4
I F 4 jig

4
x Xt e
 11
c. It will fall between 2.0 and 3.0 on the Richter scale.

PC 2 EX E3 P X E3 PC XC 2
Fig F 3 Fiz
ta
th
x e ta X e

0.1481
utmed
Example: Find the probability that of the next 10 earthquakes to strike the region, at
least 1 will exceed 5 on the Richter scale.

YE of earthquakes exieedmg mgn.tk 5 out of 10earthqual

Sunless to trials

p.FI IIp
I Fx15 1
magnitude

l e 4
5
0
pix
1245
5 1 Pies

Y B in 10 P o 1245
0.12457110.12459 0.7355
P YZ 1 I P Y o I I8
tontine
Example: Find the variance and standard deviation of the magnitude.

X n exp10 2.41 Varix 2.4

sd a
Fix 2.4
Continued 12
Example: Find the magnitude of earthquakes that we can be assured that no more
than 10% of the earthquakes will have larger magnitudes on the Richter
scale.

We want to find magnitude se sit

PCX N E 0.1

I P XEN EO I PC XEN Z 0.9

Fix 20.94 1 e 4 z o
9
e 4 E o E In 10.11
G Eg
H Z 2.4 141011 5.5262

Example: Suppose customers arrive at a certain convenience store checkout counter

at a rate of two per minute. D 2 per mm
a. Find the mean and variance of the waiting times between arrivals.

YE of customer annuals per mm

pois I 11 2 per mm

X Waiting btw arrivals mm

expel 2
2
mean
L
2h
fin 2 e azo Fini I e
Est
I 1min

Varix
I 1mm
 13
st
b. If a clerk takes 3 minutes to serve the 1 customer, what is the
probability that at least one more customer will be waiting when the
service provided to the first customer is completed?

soil it spent
Farida
PC and arrives before 3 mm

2 3 6
PC X 3 F 131 1 e 1 e

0.9975

Example: The length of time required to complete a certain key task in house
construction is an exponentially distributed random variable with a mean
of 10 hours. The cost & of completing this task is related to the square of
the time required for completion by the formula: & = 100 + 40! + 3! # .
Find the mean and variance of the cost &.