EXPONENTIAL DISTRIBUTION

Presented
by
Mr. Pradip Panda
Asstt. Prof., Deptt. Of Statistics
Serampore College
Definition: A random var iable X is said to have an
exp onential distributi on with parameter
  0, if its p.d . f . is given by :

f ( x)   . e   x , x  0
 0, otherwise

Mr. Pradip Panda, Asstt. Prof., Department

of Statistics, Serampore College
 MOMENT GENERATING FUNCTION


M X (t )  E (e t X )   e t x . .e  x dx
Let , (  t ) x  u
0


  dx 
du
   e  ( t ) x dx  
u 11
e .u du (  t )
0
(  t ) 0
 r
t t 
 (1  ) 1
   ,  t
 r 0   
r
t r!
  'r  E ( X )  Coefficient of
r
in M X (t )  r ; r  1,2,..
r! 
1 2 1 1
Mean   '1  and var iance  2   '2   '  2
 
 Mr. Pradip Panda, Asstt. Prof., Department
1
 2
 2
2
of Statistics, Serampore College
 MOMENTS


rth order raw moment  'r  E ( X r )   x . f ( x) dx

r

0
  r Let ,  .x  u
u  u du
  x . .e r  x
dx     . .e du
0
   dx 
0 

1 ( r  1)
u
( r 1) 1 u
 .e du 
 r
0
r
2 1 3 2
Mean  '1  E ( X )   and  '2   .
   2
 2

2 1 1
V ( X )   '  '  2
  .
2 1
 2

Mr. Pradip Panda, Asstt. Prof., Department
of Statistics, Serampore College
2
 2
 CUMULATIVE DISTRIBUTION FUNCTION

x x

f (t )dt    t
F ( x)  P( X  x)    .e dt
0 0

x
 .e   t
 x
   1 e
  0
3   .Q3 3
F (Q3 )  P ( X  Q3 )  or , 1  e 
4 4
1 1
or , e   .Q3
 or ,  .Q3  ln 4 or , Q3  ln 4
4 
Mr. Pradip Panda, Asstt. Prof., Department
of Statistics, Serampore College
 1   .Q1 1
F (Q1 )  P ( X  Q1 )  or , 1  e 
4 4

  .Q1 3
or , e  or ,  .Q1  ln 4  ln 3
4
1
or , Q1  [ln 4  ln 3]

Q3  Q1
 Quartile Deviation(Q.D.) 
2
ln 4  ln 4  ln 3 1
  . ln 3
2 2
Mr. Pradip Panda, Asstt. Prof., Department
of Statistics, Serampore College
 LACK OF MEMORY PROPERTY

Show that the exp onential distributi on ' lacks

memory ' , i.e. if X has an exp onential distributi on,
then for every cons tan t a  0, one has
P (Y  x / X  a )  P ( X  x), x, where Y  X  a

Solution : The p.d . f . of the exp onential distributi

 on with parameter  is :

f ( x)   . e   x , x  0,   0
 0, otherwise
Mr. Pradip Panda, Asstt. Prof., Department
of Statistics, Serampore College
 P (Y  x  X  a )  P ( X  a  x  X  a )

P(a  X  a  x)  F (a  x)  F (a)
 1  e  (a x)  1  e  a
 e   . a [1  e   . x ]

P (Y  x  X  a )
P (Y  x / X  a ) 
P( X  a)
  .a   .x
e [1  e ]
  a .  1  e   .x
 P( X  x)
1  [1  e ]

So, exp onential distributi on lacks memory.

Mr. Pradip Panda, Asstt. Prof., Department
of Statistics, Serampore College
Mr. Pradip Panda, Asstt. Prof., Department
of Statistics, Serampore College