Topic 5: Exponential Distribution

Dr. P. Rajendra, Professor, Department of Mathematics,

CMRIT, Bengaluru.
Introduction to Exponential Distribution

(i) The Exponential Distribution is a continuous probability

distribution that is used to model the time between events in
a Poisson process.
(ii) It is characterized by a single parameter α, which represents
the rate at which events occur.
(iii) The Exponential Distribution is memoryless, meaning that the
probability of an event occurring in the future is independent
of how much time has already passed.

Example
The Exponential Distribution can model the time between user
clicks on a webpage or the time between requests to a server.
Probability Density Function (PDF)

▶ The probability density function (PDF) of the Exponential

Distribution is given by:

f (x; α) = αe −αx for x ≥ 0

▶ Here:
(i) x is the random variable representing the time between events.
(ii) α is the rate parameter (the inverse of the mean time between
events).
(iii) e is the base of the natural logarithm (approximately 2.71828).
▶ The PDF describes the likelihood of an event occurring after a
certain amount of time has passed.
Mean and Variance

▶ The Mean (expected value) of the Exponential Distribution is

given by:
1
E [X ] =
α
▶ The Variance of the Exponential Distribution is:

1
Var(X ) =
α2
▶ These properties show that the mean time between events is
the reciprocal of the rate parameter α.

Example
If the average time between failures in a system is 2 hours, the
mean is 2 hours, and the variance is 4 hours squared. The rate
parameter α would be 1/2 = 0.5 failures per hour.
Applications in AI and Data Science

▶ Survival Analysis: The Exponential Distribution is used in

survival analysis to model the time until an event, such as
system failure or churn in customer retention models.
▶ Queueing Theory: The Exponential Distribution is used to
model the time between arrivals in a queue, such as jobs
arriving at a server or customers arriving at a service point.
▶ Network Traffic Modeling: In network security, the
Exponential Distribution can model the time between
detected attacks or anomalies.
▶ Machine Learning Algorithms: Some algorithms assume
that the time between events follows an Exponential
Distribution, especially in reinforcement learning and
predictive maintenance models.
Problem 1

If X is an exponential variant with mean 3, then find P(X > 1)

and P(X < 3).

Solution:

The probability density function (pdf) of an exponential

distribution with mean µ = 3 is given by:
1 −x/µ
f (x) = e , x ≥0
µ
For mean µ = 3, the pdf becomes:
1
f (x) = e −x/3
3
To find P(X > 1):
Z ∞
1 −x/3
P(X > 1) = e dx
1 3
Calculating the integral:
h i∞  
P(X > 1) = −e −x/3 = 0 − −e −1/3 = e −1/3
1

Thus,
P(X > 1) = e −1/3 ≈ 0.7165
To find P(X < 3):
Z 3
1 −x/3
P(X < 3) = e dx
0 3

Calculating the integral:

h i3
P(X < 3) = −e −x/3 = −e −1 − (−1)


0

Thus,
P(X < 3) = 1 − e −1 ≈ 0.6321
Problem 2

The life of a TV tube manufactured by a company is known to

have a mean of 200 months. Assuming that the life of the tube
follows an exponential distribution, find the probability that the life
of a tube manufactured by the company is:
(i) Less than 200 months
(ii) Between 100 and 300 months
(iii) More than 200 months

Solution:

The probability density function (pdf) of an exponential

distribution with mean µ = 200 months is given by:
1 −x/µ
f (x) = e , x ≥0
µ
For mean µ = 200, the pdf becomes:
1 −x/200
f (x) = e
200
(i). Probability that the life is less than 200 months:
Z 200
1 −x/200
P(X < 200) = e dx
0 200
Calculating the integral:
h i200
P(X < 200) = −e −x/200 = −e −1 − (−1)


0

Thus,
P(X < 200) = 1 − e −1 ≈ 0.6321
(ii). Probability that the life is between 100 and 300 months:
Z 300
1 −x/200
P(100 < X < 300) = e dx
100 200
Calculating the integral:
h i300
P(100 < X < 300) = −e −x/200 = −e −1.5 − −e −0.5



100
Thus,
P(100 < X < 300) = e −0.5 − e −1.5 ≈ 0.3033
(iii). Probability that the life is more than 200 months:
Z ∞
1 −x/200
P(X > 200) = e dx
200 200
Calculating the integral:
h i∞
P(X > 200) = −e −x/200 = 0 − −e −1 = e −1


200
Thus,
P(X > 200) = e −1 ≈ 0.3679
Problem 3
The length of a telephone conversation is an exponential random
variable with a mean of 3 minutes. Find the probability that a call:
(i) Ends in less than 3 minutes
(ii) Ends between 3 and 5 minutes
(iii) Ends in more than 4 minutes

Solution:
The probability density function (pdf) of an exponential
distribution with mean µ = 3 minutes is given by:
1 −x/µ
f (x) = e , x ≥0
µ
For mean µ = 3, the pdf becomes:
1
f (x) = e −x/3
3
(i). Probability that the call ends in less than 3 minutes:
Z 3
1 −x/3
P(X < 3) = e dx
0 3
Calculating the integral:
h i3
P(X < 3) = −e −x/3 = −e −1 − (−1)


0

Thus,
P(X < 3) = 1 − e −1 ≈ 0.6321
(ii). Probability that the call ends between 3 and 5 minutes:
Z 5
1 −x/3
P(3 < X < 5) = e dx
3 3
Calculating the integral:
h i5  
P(3 < X < 5) = −e −x/3 = −e −5/3 − −e −1


3

Thus,
P(3 < X < 5) = e −1 − e −5/3 ≈ 0.0996
(iii). Probability that the call ends in more than 4 minutes:
Z ∞
1 −x/3
P(X > 4) = e dx
4 3
Calculating the integral:
h i∞  
P(X > 4) = −e −x/3 = 0 − −e −4/3
4

Thus,
P(X > 4) = e −4/3 ≈ 0.2636
Assignment Problems

1. If X is an exponential variant with mean 4, then find

(i) P(0 < x < 1) [Ans: 1 − e −1/4 ]
(ii) P(x > 2) [Ans: e −1/2 ]
(iii) P(−∞ < x < 10) [Ans:1 − e −5/2 ]

2. In a certain town, the duration of a shower has a mean of 5

minutes. What is the probability that the shower will last for:
(i) 10 minutes and more [Ans: e12 ]
(ii) Less than 10 minutes [Ans: 1 − e12 ]
1 1
(iii) Between 10 and 12 minutes [Ans: e 12/5 − e2 ]