Difference between revisions of "Manuals/calci/EXPONDIST"

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:<math>f(x;\lambda)= λe^{-\lambda x} .H(x)</math>
 
:<math>f(x;\lambda)= λe^{-\lambda x} .H(x)</math>
  
*where λ is the rate parameter and H(x) is the  Heaviside step function
+
*where <math>\lambda</math> is the rate parameter and H(x) is the  Heaviside step function
*This function is valid only on the interval [0,infinity).
+
*This function is valid only on the interval [0,infinity].
 
The cumulative distribution function is :
 
The cumulative distribution function is :
 
<math>F(x;\lambda)=1-e^{-\lambda x},  x \ge 0</math>
 
<math>F(x;\lambda)=1-e^{-\lambda x},  x \ge 0</math>
 
:<math>0    ,  x<0 </math>
 
:<math>0    ,  x<0 </math>
 
or
 
or
:F(x,λ)=1-e^{-\lambda x}.H(x).
+
:<math>F(x,\lambda)=1-e^{-\lambda x}.H(x)</math>
  
 
*The mean or expected value of the exponential distribution is: <math>E[x]=\frac{1}{ λ}</math>
 
*The mean or expected value of the exponential distribution is: <math>E[x]=\frac{1}{ λ}</math>
 
*The variance of the exponential distribution is: <math>Var[x]=\frac{1}{\lambda^2}</math>.
 
*The variance of the exponential distribution is: <math>Var[x]=\frac{1}{\lambda^2}</math>.

Revision as of 00:32, 29 November 2013

EXPONDIST(x,Lambda,cum)


  • is the value of the function
  • is the value of the rate parameter
  • is the logical value like TRUE or FALSE

Description

  • This function gives the exponential distribution. This distribution used to model the time until something happens in the process.
  • This describes the time between events in a Poisson process i.e, a process in which events occur continuously and independently at a constant average rate.
  • For e.g Time between successive vehicles arrivals at a workshop.
  • In EXPONDIST(x, lambda,cu), xis the value of the function, lambda is called rate parameter and cu(cumulative) is the TRUE or FALSE. *This function will give the cumulative distribution function , when cu is TRUE,otherwise it will give the probability density function , when cu is FALSE.
  • Suppose we are not giving the cu value, by default it will consider the cu value is FALSE.
  • This function will give the error result when
1.  or  is non-numeric.
2.  or 

The probability density function of an exponential distribution is

or

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle f(x;\lambda)= λe^{-\lambda x} .H(x)}
  • where is the rate parameter and H(x) is the Heaviside step function
  • This function is valid only on the interval [0,infinity].

The cumulative distribution function is :

or

  • The mean or expected value of the exponential distribution is: Failed to parse (syntax error): {\displaystyle E[x]=\frac{1}{ λ}}
  • The variance of the exponential distribution is: .