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Understanding Exponential Distribution Concepts

Mar 6, 2025

Exponential Distribution Lecture Notes

Overview of Exponential Distribution

  • Models the time between independent events or process time that is memoryless.
  • Dependent on parameter ( \lambda ) (failure rate in units per hour).
  • Range is always positive; cannot be less than zero.
  • Parameter of interest:
    • ( \lambda = \frac{1}{\beta} ) or vice versa.
    • ( \beta ) represents the mean.
  • Mean time between failures: ( \text{Mean} = \beta ).
  • Probability function: ( \frac{1}{\beta} e^{-x/\beta} ).
  • ( \mu = \beta ), ( \sigma^2 = \beta^2 ).

Example Problem: Washing Machine Repair

  • Scenario: Time ( Y ) in years before a major repair is required for a washing machine, modeled as an exponential random variable with ( \mu = 4 ) years.
  • Mean time between failures is 4 years.

Probability Calculations

  • Bargain Determination: Unlikely to require repair before 6th year.

    • Calculate ( P(Y > 6) ) using integration.
    • Integral setup: ( \int_6^\infty \frac{1}{4} e^{-y/4} dy ).
    • Substitution: ( u = y/4 ), ( du = \frac{1}{4} dy ).
    • Solution: ( e^{-6/4} = 0.2231 ) or 22% probability of no major repair before 6th year.
    • Alternative method: ( 1 - \int_0^6 f(x) dx ).
    • Probability of repair before 6th year: ( 1 - 0.2231 = 0.7769 ) or 78%, meaning 78% are not bargains.
  • First Year Repair Probability:

    • Calculate ( P(0 < Y < 1) ).
    • Integral setup: ( \int_0^1 \frac{1}{4} e^{-y/4} dy ).
    • Solution: ( 1 - e^{-1/4} = 0.221 ) or 22% probability of requiring a major repair in the first year.

Key Takeaways on Exponential Distribution

  • Focus on time between independent events.
  • Consider failure rate as per context.
  • Application-oriented: Identify where exponential distribution is applicable.