Tagged Questions

A distribution describing the time between events in a Poisson process; a continuous analogue of the geometric distribution.

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1answer
22 views

Is there a way to evaluate observations of exponentially-distributed variables, where some of the observations are still “alive”?

I am looking at the tenure (i.e. elapsed time between hire date and termination date) of various employees in a system. I want to test the hypothesis that two groups of employees have the same tenure ...
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0answers
24 views

Weighted density estimation of exponentially distributed RV

I am trying to get a weighted density estimation of some data. Unfortunately, the data is approximately exponentially distributed after the weight transform, which gives a false sense of positive ...
0
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0answers
62 views

creation of joint random variable functon [closed]

I only need the answers to parts f, g and h. A company know that the life of their product in years is exponentially distributed with λ = 1/3. They provide a warranty of up to 14 months. If the ...
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3answers
36 views
0
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0answers
6 views

UMP test for two different distributions

My question: UMP test for H0: X~u(0,1) vs H1: X~Exp(1) My attempt : By nayman pearson lemma The best critical region is Y >= c Where Y has Irwin-Hall distribution (sum of uniform distribution) and c ...
1
vote
1answer
26 views

Equation for exponential function with covariate

I understand that the formula for an exponential relationship between X and Y can be written as follows: Y = a*exp(b*X) = exp(a+b*X) And from there, if I want to run as a standard regression, I would ...
1
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1answer
51 views

Expected lifetime of a device with two parts each having spares?

Consider a device with two parts : (1) and (2). Part (1) has 2 spares and part (2) has one spare. Lifetime of part (1) and its spares have iid exponential distribution with rate lambda. Lifetime of ...
2
votes
1answer
26 views

What is a tau parameter?

I am reading weight loss charts, they state "tau 146 days" and "tau 110 days". What is tau in this context? The charts are here: http://bit.ly/1xT253g
2
votes
1answer
96 views

How to evaluate R = max(X1,X2) - min(X1,X2)

How would you evaluate this if X1, X2 are independent exponentials? I know what $min(X1,X2)$ is and what $max(X1,X2)$ is. However, while $min(X1,X2)$ is exponential with parameter (lambda1 + lambda2) ...
2
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1answer
44 views

Exponential regression residual check

If you have an exponential regression of the form log(y) = b0 + b1x with predicted equation ŷ = 10^(b0 + b1x) and you need to ...
0
votes
1answer
114 views

Unbiased estimator based on geometric mean for random sample on an exponential distribution

Let $X_1, \ldots, X_n$ be a random sample on an exponential distribution with mean $\theta$. Obtain an unbiased estimator for $\theta$ based on $G$, where $G$ is the geometric mean of the ...
2
votes
1answer
95 views

Moment Generating Function of a nonlinear transformation of an exponential random variable

Let $\tau$ be an exponential random variable, with parameter $\lambda$. Let $$ V = \delta^\tau $$ where $0 < \delta <1$. Sorry if this notation seems strange, but it is what I am using, I ...
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0answers
27 views

polynomial regression model

I have 8 parameters with 3 levels and the number of tests required to study this case is 27. Can I generate polynomial regression model to describe interaction of these parameters?
0
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0answers
48 views

Finding transformation function for a distribution that looks like exponential

Suppose that we have two data sets, R and P. R is larger than or equal to ...
0
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1answer
52 views

Create a threshold for binary classification problem based on distribution of criterion

I created a criterion for my financial data-set for classify data to two classes for other processing (like neural network binary classificatio). After calculating ...
27
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6answers
2k views

How can I analytically prove that randomly dividing an amount results in an exponential distribution (of e.g. income and wealth)?

In this current article in SCIENCE the following is being proposed: Suppose you randomly divide 500 million in income among 10,000 people. There's only one way to give everyone an equal, 50,000 ...
0
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1answer
58 views

Fitting an exponential distribution to data and finding third quartile problem

I have a data-set with range of 0 to 1. I'm fitting a distribution to it in MATLAB using ...
1
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2answers
129 views

Exponential distribution hypothesis testing

I want exponential distribution hypothesis testing with MATLAB. Is any test or method for that?
0
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0answers
28 views

likelihood problem with exponential distribution using R

How can I solve this problem using likelihood in R? The data below are the survival time (in years) for 10 patients over 65 years after the diagnosis of a particular type of cancer: 10.5 0.2 7.4 0.8 ...
1
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0answers
23 views

Would this be a problem that Survival Analysis can tackle? The problem deals with localized durations and uncensored data

I am trying to fit a model in R that doesn't have censoring. In other words, I know that each event will eventually happen. There are several experimental groups with people in each group receiving ...
2
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2answers
95 views

Which forecasting method for load profiles

I'm new to this forum and I'm quite new to forecasting. Currently I'm trying to learn the basics about exponential smoothing, ARIMA etc. Now I want to forecast the total energy consumption of a rather ...
0
votes
1answer
23 views

Given MTTF and Number of Items, how to calculate failing parts with Time?

I am wondering how to make use of MTTF Here is the situation, I am given an MTTF for an item type x and a certain demand for that item in the next 25 years, say 100 parts that will be in operation ...
2
votes
1answer
45 views

Rejection-Sampling of Exponential Distribution

Consider the following question. Consider the generation of random numbers following an exponential distribution with some known mean. Give three reasons why the rejection-acceptance method would ...
3
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2answers
103 views

Generate random number from a piecewise exponential distribution

I would like to generate a random number from a piecewise exponential distribution. I consider that the time-scale is divided in $J$ intervals with bounds $(s_{j-1},s_j]$, for $j=1,...,J$, and ...
0
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0answers
22 views

how does sd of empirical log survival function and empirical log survival function

a sample of size 100 from an exponential distribution with parameter lambda 1. In this case, I believe that standard deviation of the empirical log survival function is ...
0
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0answers
17 views

Weighing a variable based on distance to a known date

In a bankruptcy model, you want to assign a higher weight to a variable as a big event date approaches (such as a company's quarterly earnings announcement date) and you reverse this weighing as you ...
1
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0answers
89 views

fitting an exponential decay onto a regression line

I have data for adherence to medicines which follows a downward linear trend for about 6 months (from 100%) and then plateaus at about 50%. Another way of describing it is by saying that adherence ...
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0answers
11 views

Accounting for minimum dependent measure in data when fitting a distribution

I have what is possible a naive question. I am current comparing various models (i.e. distributions). And the comparisons do not involve different distributions but rather how the model is fed the ...
0
votes
1answer
26 views

Random number from exponential distribution with a scale parameter

I have been using $r = \mu \ln(1 - n)$ to obtain pseudo-random numbers from an exponential distribution, where $\mu$ is the distribution mean and $n$ is a pseudo-random number from 0 to 1. Now I want ...
3
votes
1answer
102 views

Rescaling exponentially distributed variables before clustering?

I want to cluster data that contains binary variables, exponentially distributed (power law) variables, and normally distributed variables. I'm considering preprocessing the data in the following way ...
3
votes
1answer
825 views

Bias of the maximum likelihood estimator of an exponential distribution

The maximum likelihood estimator of an exponential distribution $f(x, \lambda) = \lambda e^{-\lambda x}$ is $\lambda_{MLE} = \frac {n} {\sum x_i}$; I know how to derive that by find the derivative of ...
0
votes
1answer
56 views

Obtain the coordinates of one point (X1,Y1) where it is maximum the change of the curve

Dear community, I used a figure obtained from internet to illustrate what I would like to solve. Imagine this exponential regression curve. How can I get the exact point of the curve where it is ...
3
votes
1answer
60 views

Confidence interval for the “shift parameter” of a non-central exponential distribution

Suppose that $X_1, X_2, \ldots, X_n$ (with $n > 0$) is a random sample from a non-central exponential distribution with probability density function: $$f(x | \lambda, k) = \lambda * ...
1
vote
1answer
67 views

Maximum likelihood estimation for a sequence of observations

Assuming $A_1, A_2, \ldots, A_n$ are independent exponential random variables (each having the same parameter and, for the sake of simplicity, let's assume the value of the parameter is 1). Define ...
2
votes
1answer
32 views

Variance regarding to the exponential of uniform distribution

If X has a uniform distribution of [0,1], and f(x) = e^X and g(x)=2^X. I generated 1000 values for X and applied to both two functions. And I calculated the variance after the transformation. The ...
0
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0answers
28 views

Exponential Distribution Data

The life time of a bulb follows exponential distribution. Such types of examples frequently occurs in many areas of science and engineering. Is there any source of practical data set of two ...
1
vote
0answers
29 views

P(no collision) with Poisson arrivals and exponential packet length

The Aloha scheme is a time-division multiple random access scheme used in networking, developed at the University of Hawaii by Norm Abrahamson for their network, ALOHAnet to deal with the fact that it ...
0
votes
1answer
68 views

dealing with exponentials in python - infinities and overflows [duplicate]

In a machine learning algorithm that I'm using, I need to get the exponential values of something in one of the steps. This is the step that I'm dealing with right now: I've already got all the ...
0
votes
1answer
34 views

Self Study Qn on Exponential Distribution

I am currently working on a self-study question relating to exponential distribution. I made an attempt but was not able to make sense of the answer. When I looked up the reference guide, it offered ...
0
votes
1answer
63 views

the Poisson result and Exponential interpretation for spare part requirement analysis

I am confused with with the Poisson result and Exponential interpretation for spare part requirement analysis. I try to calculate the required number of spare parts for a disposable remove-replace ...
6
votes
2answers
149 views

Find the probability of an event determined by an inequality on exponential random variables

Let X and Y be independent random variables such that $X∼Exp(1)$ and $Y∼Exp(2)$. Find the probability that $3X+4Y≤5$. I thought the equation for solving this was the integral from $\int_0^a \int_ ...
3
votes
3answers
95 views

Question on Exponential Distribution

I have a question on the exponential distribution: Question The waiting time to receive food after placing an order at the local sandwich shop follows an exponential distribution with a mean of ...
1
vote
1answer
46 views

Exponential Distribution Expected Value

Question 1 (part 1) I was attempting to use the exponential distribution to solve the following problem: the time between cars passing on a road can be modelled with an avg rate of 3.5 cars per ...
3
votes
1answer
130 views

Exponential Distribution PDF: Why multiply by lambda?

Hoping you can help me understand the probability density function for the exponential distribution. Given that the distribution's PDF is described as follows when x > 0: $$\lambda e^{-\lambda x}$$ ...
1
vote
1answer
83 views

When to use CDF and PDF for Exponential Distribution [duplicate]

I am doing a self-study on Exponential Distribution and noted an exponential on my text giving that: CDF of Exponential Distribution $$ F(x) = 1 - e^{-λx} , $$ PDF of Exponential Distribution $$ f(x) ...
1
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0answers
64 views

Determining the uncertainty of an exponential fit

My problem should probably be built up from the beginning, so lets start there. I performed a certain experiment 25 times. Every time, the experiment consists of 5000 measurements, and each ...
1
vote
1answer
98 views

Consistency of an order statistic in exponential distribution

I have two questions. 1) If $X_1,X_2,X_3,...,X_n$ constitute a random sample of size $n$ from an exponential distribution, show that $\bar X$ is a consistent estimator of the parameter $\lambda$. ...
2
votes
0answers
57 views

Kolmogorov-Smirnov test for large sample [duplicate]

I am investigating if an exponential distribution is a good fit for a large sample of data (200) I have. I have already looked at a histogram but was wanting to investigate further. I was going to use ...
0
votes
1answer
90 views

Applying Spearman's rank correlation on average values, does it make sense?

I have a sample of 2000 projects randomly extracted from a population of 10,000,000 following an exponential distribution. From this sample I would like to check if a statistical dependency exists ...
0
votes
0answers
142 views

Total waiting time at a server with exponential arrival times

Question: In a certain system, a customer must first be served by server 1 and then by server 2. The service time at server $i$ is exponential with rate $\mu_i$, $i = 1, 2$. An arrival finding server ...