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The Exponential Distribution
If events occur randomly at rate (a Poisson process), the waiting time to the next one has pdf for , with , mean and variance . It is memoryless: having waited doesn't change how much longer you'll wait.
Learning objectives
- Use the pdf and cdf of .
- Find the mean, variance and median.
- Link with Poisson and use the memoryless property.
Buses arrive at random, on average every 10 minutes. You've waited 10 minutes already. How long do you expect still to wait?
Core idea
A help desk gets 3 calls an hour, at random. The number of calls in an hour is Poisson. But what about the time until the next call? That's a continuous quantity, and it has its own distribution.
If events occur at random at rate , the waiting time satisfies . So with pdf , mean , variance .
1. From Poisson to exponential
- Waiting longer than means nothing happened yet.
- Number of events in time .
- Poisson probability of zero.
- Differentiate the cdf.
3 calls per hour. Find .
- Goal
- Probability.
- Strategy
- Hours throughout.
- Same units.
- Survival function.
2. Mean, median, memory
- Definition.
- Parts with .
- Exponential beats at infinity.
Lifetime years. Given 5 years' survival, find .
- Goal
- Conditional probability.
- Strategy
- Use the definition.
- Conditional probability.
- Survival function.
Counting events and timing them are two views of one process.
Why isn't the exponential a good model for the lifetime of a human?
Summary
- .
- Mean , variance .
- Median .
- Memoryless.
- Poisson process
- Events occurring singly, independently, at constant rate.
- Memoryless
- Future waiting time independent of time already waited.
Key formulae
Worked examples
Explore the graph
- The vertical line is the mean .
- Bigger : events come faster, waits are shorter.
.
Common mistakes
Bus is overdue, must be soon
Exponential distribution: I have no memory.
Exam tip
Guided practice
Practice questions
More questions on every skill in this subtopic are in the question bank under Practise.
Challenge
Summary
- .
- Mean , variance .
- Median .
- Memoryless.
Quick quiz
Same topic, different board
- Specification
- 7367 A-level Further Mathematics
- Where
- Statistics · Exponential distribution
- Expected
- pdf λe^{−λx}, cdf, mean 1/λ, variance 1/λ², link with the Poisson process, the memoryless property.
- Calculator
- Permitted on all papers.
- Typical style
- AQA mixes short multiple-choice questions with longer structured ones.
- Open in
- 7367 · Paper 3
Past paper questions
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Browse past papersSalam Academy original content · Content status: reviewed and published. Syllabus mapping: AQA 7367, First teaching 2017 (official specification).