Exponential Distribution Unit 2
Exponential Distribution Unit 2
GCSE
FURTHER MATHEMATICS
AS UNIT 2: FURTHER STATISTICS A
Exponential Distribution
Further Mathematics AS Unit 2: Further Statistics A
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Further Mathematics AS Unit 2: Further Statistics A
Exponential Distribution
The exponential distribution is a continuous probability distribution. It can be used to
describe the time successive events from a Poisson distribution. For example, the number of
cars passing a point on a motorway could be modelled by a Poisson distribution (assuming
the modelling assumptions are met). In this case, the intervals of time between successive
cars follow an exponential distribution.
Before introducing the exponential distribution, let us revisit the key concepts for continuous
probability distributions.
Note that 𝑃(𝑋 = 𝑥) = 0 for any value of 𝑥. The probability density function can also be used
to calculate expected values as well as the variance and standard deviation of the random
variable 𝑋 as follows:
𝑏 𝑏 𝑏
𝐸(𝑋) = ∫ 𝑥𝑓(𝑥) dx, 𝐸(𝑋 2 ) = ∫ 𝑥 2 𝑓(𝑥) dx, 𝐸(𝑔(𝑋)) = ∫ 𝑔(𝑥)𝑓(𝑥) dx.
𝑎 𝑎 𝑎
From this, we can calculate the variance and standard deviation using:
2
Var(𝑋) = 𝐸(𝑋 2 ) − (𝐸(𝑋)) , SD(𝑋) = √𝑉𝑎𝑟(𝑋).
Calculation of probabilities is often easier using the cumulative distribution function 𝐹(𝑥).
This is calculated using:
𝑥
𝐹(𝑥) = ∫ 𝑓(𝑡) dt.
𝑎
Note that if 𝑓(𝑥) is defined for all real values of 𝑥, the lower limit of 𝑎 is replaced by −∞.
Assuming 𝑓(𝑥) is defined on the interval 𝑎 ≤ 𝑥 ≤ 𝑏, and is therefore zero elsewhere, then:
0 if 𝑥 < 𝑎
𝑥
𝐹(𝑥) = {∫ 𝑓(𝑡) dt if 𝑎 ≤ 𝑥 ≤ 𝑏
𝑎
1 if 𝑥 > 𝑏
Observe that since 𝐹 is obtained from 𝑓 by integration, we can also obtain 𝑓 from 𝐹 by
differentiation. Hence:
𝑓(𝑥) = 𝐹 ′ (𝑥).
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Further Mathematics AS Unit 2: Further Statistics A
Specification Content
• Statistical distributions: exponential distribution
• Find and use the mean and variance of an exponential distribution
1 1
– knowledge and use of: If 𝑌~Exp(𝜆), then 𝐸(𝑌) = 𝜆 and 𝑉𝑎𝑟(𝑌) = 𝜆2 .
• Use the exponential distribution as a model for intervals between events
𝑑
– learners will be expected to know that 𝑑𝑥 (𝑒 𝑘𝑥 ) = 𝑘𝑒 𝑘𝑥 .
Here, 𝜆 is a parameter for the distribution, which is constant. If a random variable 𝑋 has this
distribution, we write 𝑋~Exp(𝜆).
These results can be derived using integration, but are not required for this unit as
knowledge of integration from Mathematics A2 Unit 3, as well as knowledge of improper
integrals from Further Mathematics A2 Unit 4 is needed.
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Further Mathematics AS Unit 2: Further Statistics A
Worked Example 1
The interval, 𝑋 seconds, between cars passing a point on a motorway follows an exponential
distribution with probability density function
−2𝑥
𝑓(𝑥) = { 2𝑒 , 𝑥≥0
0 otherwise.
(i) State the mean and variance of 𝑋.
(ii) State the cumulative distribution function.
(iii) Calculate the probability that (give all answers to 3 significant figures):
a. The interval until the next car passes is between 1 and 2 seconds.
b. The interval until the next car passes is longer than 3 seconds.
c. The interval until the next car passes is less than 1.5 seconds.
(iv) State a distribution that could be used to model the number of cars passing the
point each second, giving the values of any parameters.
Solution:
(i) This is an exponential distribution with parameter 𝜆 = 2. Therefore, the mean is
1 1 1 1
𝐸(𝑋) = = and Var(𝑋) = 2 = .
𝜆 2 𝜆 4
−2𝑥
(ii) The cumulative distribution function is 𝐹(𝑥) = { 1 − 𝑒 , 𝑥≥0
0 otherwise.
(iii) Each probability can be calculated using the cumulative distribution function.
a. We calculate 𝑃(1 ≤ 𝑋 ≤ 2) as follows:
𝑃(1 ≤ 𝑋 ≤ 2) = 𝑃(𝑋 ≤ 2) − 𝑃(𝑋 ≤ 1)
= 𝐹(2) − 𝐹(1)
= (1 − 𝑒 −4 ) − (1 − 𝑒 −2 )
= 𝑒 −2 − 𝑒 −4
= 0.117.
b. We calculate 𝑃(𝑋 > 3) as follows:
𝑃(𝑋 > 3) = 1 − 𝑃(𝑋 ≤ 3)
= 1 − 𝐹(3)
= 1 − (1 − 𝑒 −6 )
= 𝑒 −6
= 0.00248.
c. We calculate 𝑃(𝑋 < 1.5) as follows:
𝑃(𝑋 < 1.5) = 𝐹(1.5)
= 1 − 𝑒3
= 0.950.
(iv) The Poisson distribution with mean 2 could be used to model the number of cars
passing the point each second.
Note: the exponential distribution says that the mean length of an interval is 0.5
seconds. This could correspond to an average of 2 cars passing the point every
second, as specified in the corresponding Poisson distribution.
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Further Mathematics AS Unit 2: Further Statistics A
Worked Example 2
The number of potholes on a random 1 km section of rural road has a Poisson distribution
with mean 1.6. Let 𝑋 km be the distance between successive potholes on the road.
(i) Show that, for 𝑥 ≥ 0,
𝑃(𝑋 > 𝑥) = 𝑒 −1.6𝑥 .
(ii) Derive the cumulative distribution function (CDF) and probability density function
(PDF) for 𝑋.
(iii) Calculate the mean and median distance between successive potholes. State which
of the mean or median is largest, and what this suggests about the distribution of the
distance between successive potholes.
Solution:
(i) The number of potholes on a randomly chosen 1 km stretch of rural road can be
modelled by Po(1.6). We know that 𝑋 is the distance between two successive potholes. If
𝑋 > 𝑥, this means there are no faults in the first 𝑥 km. The number of the faults in the first 𝑥
km can be modelled using 𝑌~Po(1.6𝑥).
Hence:
𝑒 −1.6𝑥 × (1.6𝑥)0
𝑃(𝑋 > 𝑥) = 𝑃(𝑌 = 0) = = 𝑒 −1.6𝑥 .
0!
(ii) The CDF can be obtained using 𝐹(𝑥) = 𝑃(𝑋 ≤ 𝑥) = 1 − 𝑃(𝑋 > 𝑥) = 1 − 𝑒 −1.6𝑥 .
Therefore:
−1.6𝑥
𝐹(𝑥) = { 1 − 𝑒 , 𝑥≥0
0 otherwise.
Hence:
−1.6𝑥
𝑓(𝑥) = { 1.6𝑒 , 𝑥≥0
0 otherwise.
1 1
(iii) The mean distance is = = 0.625 km = 625 m.
𝜆 1.6
The median distance of 433 m is smaller than the mean distance of 625 m. This suggests
that the distribution of the distance between successive potholes is skewed to the right
(positively skewed).
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Further Mathematics AS Unit 2: Further Statistics A
Worked Example 3
A monitor issues a warning signal when an action is needed as part of a production process.
The interval, 𝑋 hours, between successive signals follows an exponential distribution with
parameter 0.08.
(i) Find the probability that the interval between the next two signals is:
a. Between 10 and 20 hours;
b. Less than two hours;
c. Longer than 50 hours.
(ii) State the mean and standard deviation of the intervals between successive
signals.
(iii) Following a warning signal, what is the longest time the production process could
be left unsupervised whilst ensuring the probability of missing the next signal is
less than 0.01?
Solution:
(i) We have an exponential distribution with parameter 𝜆 = 0.08. The cumulative
−0.08𝑥
distribution function is given by 𝐹(𝑥) = { 1 − 𝑒 , 𝑥≥0
0 otherwise.
Useful Results:
𝑑 𝑘𝑥 𝑒 𝑘𝑥
(𝑒 ) = 𝑘𝑒 𝑘𝑥 , ∫ 𝑘𝑒 𝑘𝑥 dx = 𝑒 𝑘𝑥 + 𝐶, ∫ 𝑒 𝑘𝑥 dx = + 𝐶.
𝑑𝑥 𝑘
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Further Mathematics AS Unit 2: Further Statistics A
Questions
2. The time, 𝑇 seconds, between the arrival of successive vehicles at a zebra crossing on
a road can be modelled by an exponential distribution with parameter 𝜆 = 0.025.
a) Write down the mean and the variance of 𝑇.
b) An elderly pedestrian takes 30 seconds to cross the road using this zebra
crossing. Calculate the probability that:
(i) no vehicle arrives whilst the pedestrian is crossing.
(ii) no vehicle arrives whilst the pedestrian makes two independent crossings.
c) A person starts crossing the road immediately after a vehicle has passed. How
long should this person take to cross the road to ensure the probability of a
vehicle arriving before they have crossed is less than 0.2?
3. The interval, 𝑋 metres, between consecutive minor faults on a roll of cloth has a
distribution whose probability density function is given by:
−𝜆𝑥
𝑓(𝑥) = { 𝜆𝑒 , 𝑥≥0
0 otherwise,
where 𝜆 is a positive constant.
a) It is given that 𝑃(𝑋 < 1) = 2𝑃(𝑋 > 2). Find the mean of the distribution.
b) Find the probability that the interval between two minor faults is greater than 3
metres.
4. The probability that the lifetime, 𝐻, of a certain type of electrical component is more
ℎ
than ℎ hours is given by 𝑃(𝐻 > ℎ) = 𝑒 −1000 , ℎ > 0.
a) Calculate the probability that a randomly selected component has a lifetime of:
(i) more than 1500 hours;
(ii) between 1000 and 2000 hours;
(iii) precisely 1200 hours.
b) Calculate the probability that three components, chosen at random, all have
lifetimes of more than 1500 hours.
c) Derive the probability density function for 𝐻, and hence state the mean and
variance of the component lifetime.
5. The number of arrivals per hour at a toll booth has a Poisson distribution with mean
90. Let 𝑇 minutes denote the time between successive arrivals at the toll booth.
a) Show that 𝑃(𝑇 > 𝑡) = 𝑒 −1.5𝑡 .
b) Use your answer in a) to find the CDF and PDF for 𝑇. Hence state the distribution
of 𝑇.
c) Calculate the mean and standard deviation of 𝑇.
d) Determine the median time between successive arrivals at the toll booth.
e) Use your answers from c) and d) to comment on the distribution of time between
successive arrivals at the toll booth.
6. The number of flaws in a randomly chosen 100 metre length of ribbon is modelled by a
Poisson distribution with mean 1.6. The random variable 𝑋 metres is the distance
between two successive flaws.
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Further Mathematics AS Unit 2: Further Statistics A
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Further Mathematics AS Unit 2: Further Statistics A
(ii) From the previous part, we deduce the probability of no vehicles arriving during two
independent crossings is (𝑒 −0.75 )2 = 𝑒 −1.5 = 0.2231.
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Further Mathematics AS Unit 2: Further Statistics A
Therefore, a person needs to cross in 8.93 seconds to ensure the probability of a vehicle
arriving before they have crossed is less than 0.2.
b) From a)(i), we know that the probability of a randomly selected component having a
lifetime of more than 1500 hours is 𝑒 −1.5 . Hence, the probability of three randomly selected
components all having lifetimes more than 1500 is (𝑒 −1.5 )3 = 𝑒 −4.5 = 0.0111.
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Further Mathematics AS Unit 2: Further Statistics A
This means that 𝐻 follows an exponential distribution with parameter 𝜆 = 0.001. Hence, the
1 1
mean lifetime is 0.001 = 1000 and the variance is 0.0012 = 1,000,000.
a) The number of arrivals per hour can be modelled by Po(90). Therefore, the number of
90
arrivals per minute can be modelled by Po (60) = Po(1.5). We know that 𝑇 is the time
between two successive arrivals. If 𝑇 > 𝑡, this means there are no arrivals for 𝑡 minutes. The
number of the faults in the first 𝑡 minutes can be modelled using 𝑌~Po(1.5𝑡). Hence:
𝑒 −1.5𝑡 × (1.5𝑡)0
𝑃(𝑇 > 𝑡) = 𝑃(𝑌 = 0) = = 𝑒 −1.5𝑡 .
0!
b) The CDF can be obtained using 𝐹(𝑡) = 𝑃(𝑇 ≤ 𝑡) = 1 − 𝑃(𝑇 > 𝑡) = 1 − 𝑒 −1.5𝑡 . Therefore:
−1.5𝑡
𝐹(𝑡) = { 1 − 𝑒 , 𝑡≥0
0 otherwise.
The PDF can then be derived by differentiating: 𝑓(𝑡) = 𝐹 ′ (𝑡) = 0 − (−1.5𝑒 −1.5𝑡 ) = 1.5𝑒 −1.5𝑡 .
−1.5𝑡
Hence, 𝑓(𝑡) = { 1.5𝑒 , 𝑡≥0
0 otherwise.
This is the PDF for an exponential distribution with parameter 1.5. Therefore, 𝑇~Exp(1.5).
1 1 2 1 2
c) 𝐸(𝑇) = = = and SD(𝑇) = = . Therefore, the mean and standard deviation of 𝑇 is
𝜆 1.5 3 𝜆 3
2
3
× 60 = 40 seconds.
e) Since the median time is less than the mean time, this suggests that the distribution of the
time between successive arrivals at the toll booth is skewed to the right (positively skewed).
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Further Mathematics AS Unit 2: Further Statistics A
a) The number of flaws in 100 metre of ribbon can be modelled by Po(1.6), hence the
number of flaws in 1 metre of ribbon can be modelled by Po(0.016). We know that 𝑋 is the
distance between two successive serious faults. If 𝑋 > 𝑥, this means there are no faults in
the first 𝑥 metres. The number of the faults in the first 𝑥 metres can be modelled using
𝑌~Po(0.016𝑥).
Hence:
𝑒 −0.016𝑥 × (0.016𝑥)0
𝑃(𝑋 > 𝑥) = 𝑃(𝑌 = 0) = = 𝑒 −0.016𝑥 .
0!
The CDF can be obtained using 𝐹(𝑥) = 𝑃(𝑋 ≤ 𝑥) = 1 − 𝑃(𝑋 > 𝑥) = 1 − 𝑒 −0.016𝑥 .
Therefore:
−0.016𝑥
𝐹(𝑥) = { 1 − 𝑒 , 𝑥≥0
0 otherwise.
Hence:
−0.016𝑥
𝑓(𝑥) = { 0.016𝑒 , 𝑥≥0
0 otherwise.
This is the PDF for an exponential distribution with parameter 0.016, therefore
1 1
𝑋~Exp(0.016). The mean is 𝜆 = 0.016 = 62.5.
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Further Mathematics AS Unit 2: Further Statistics A
d) We calculate:
𝑃(𝑋 > 50) = 1 − 𝑃(𝑋 ≤ 50)
= 1 − 𝐹(50)
= 1 − (1 − 𝑒 −0.016×50 )
= 𝑒 −0.8
= 0.449.
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