Exponential Distribution

Presented by:
Rajendr a Khemka
Enrollment ID:
140420705005
Introduction
CDF (Cumulative Distribution Function), and
PDF (Probability Density Function)

of an
exponential functions are discussed and MATLAB
toolbox, user code implementation is performed.
Simulation results and Applications are discussed
at end of the presentation.
Equation for PDF: ex

Equation for CDF: 1 ex
EXPONENTIAL
DISTRIBUTION
In probability theory
and statistics, the

exponential distribution (a.k.a. negative
exponential distribution) is the probability
distribution that 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. It is
the continuous analogue of the geometric
distribution, and it has the key property of
being memory less. In addition to being used
for the analysis of Poisson processes, it is
found in various other contexts.
PDF (Probability Density

Function)
The probability density function (pdf) of an
exponential distribution is
Here > 0 is the parameter of the distribution, often
called the rate parameter. The distribution is

supported on the interval [0, ). If a random variable
X has this distribution, we write X ~ Exp()
The exponential distribution exhibits infinite
divisibility.
CDF (Cumulative Distribution

Function)
The cumulative distribution function (cdf) of
an exponential distribution is
Equation for CDF: 1 ex
x >= 0
For all other points the value of CDF assumes
a null
MATLAB CODE
% exponential distribution pdf and cdf scripting
% both mean and mu should have same index
clc
clear all
mean = input('enter the mean value for dist. function : ');
mu = input('enter the mu value for dist. function : ');
temp= size(mean);
n= temp(1,2);
% to implement PDF (Prob. Density Function)
disp('Exponential PDF is : ');
for i = 1:n
y(i) = [2.718281828 ^ -(mean(i)./mu(i))]./ mu(i);
end
subplot(1,2,1);
plot(y)
title('PDF plot');
axis('square');
% To implement CDF (Cumulative Dist. Function)
% Function implemented is y(mu, mean) = 1 - e ^ (mean/mu)
% requirement : mean and mu must be of same size
disp('Exponential CDF is : ');
for i = 1:n
z(i) = 1 - [2.718281828 ^ -(mean(i)./mu(i))];
end
subplot(1,2,2);
plot(z)
title('CDF plot');
axis('square');
SIMULATION RESULTS
CDF and PDF for n = 50

PDF plot
0.4
0.35
0.95
0.3
0.9
0.25
0.85
0.2
0.8
0.15
0.75
0.1
0.7
0.05
0.65
0
0
10
15
20
25
CDF plot
30
35
40
45
50
10
15
20
25
30
35
40
45
50
CDF and PDF for n = 100

PDF plot
0.4
0.35
0.95
0.3
0.9
0.25
0.85
0.2
0.8
0.15
0.75
0.1
0.7
0.05
0.65
0
0
10
20
30
40
50
CDF plot
60
70
80
90
100
10
20
30
40
50
60
70
80
90
100
CDF and PDF for n =

1000
PDF plot
0.4
0.35
0.95
0.3
0.9
0.25
0.85
0.2
0.8
0.15
0.75
0.1
0.7
0.05
0.65
0
0
100
200
300
400
500
CDF plot
600
700
800
900
1000
100
200
300
400
500
600
700
800
900
1000
RESULTS USING
DISTTOOL - PDF
2
1.5
0.5
0.5
1.5
2.5
3.5
RESULTS USING
DISTTOOL - CDF
1
0.8
0.6
0.4
0.2
0.5
1.5
2.5
3.5
APPLICATIONS
The time it takes before your next telephone
call
For example, the rate of incoming phone calls
differs according to the time of day. But if we
focus on a time interval during which the rate is
roughly constant, such as from 2 to 4 p.m. during
work days, the exponential distribution can be
used as a good approximate model for the time
until the next phone call arrives.
The time until a radioactive particle decays,
or the time between clicks of a Geiger

counter
Geiger counter is used to measure the
radioactivity of a given sample and it clicks when
it detects radioactivity.
Higher activity corresponds to higher clicks and
vice versa. Since law of radioactivity follows a
decaying exponential graph, it can be taken as an
example of exponential distribution
The time until default (on payment to
company debt holders) in reduced form credit

risk modeling, application based on financial
markets.
In Queuing theory, the service times of
agents in a system (e.g. how long it takes for a

bank teller etc. to serve a customer) are often
modeled as exponentially distributed variables.
THANK YOU
FOR YOUR
PATIENCE

Exponential Distribution

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Presented by:

PDF (Probability Density Function)

at end of the presentation.

Equation for PDF: ex

and statistics, the

PDF (Probability Density

Here > 0 is the parameter of the distribution, often

called the rate parameter. The distribution is

CDF (Cumulative Distribution

For all other points the value of CDF assumes

CDF and PDF for n = 50

CDF and PDF for n = 100

CDF and PDF for n =

The time until a radioactive particle decays,

or the time between clicks of a Geiger

The time until default (on payment to

company debt holders) in reduced form credit

agents in a system (e.g. how long it takes for a

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