exponential distribution

  1. S

    Generating data from exponential distribution in r.

    Suppose X~exp(.67), Y~exp(.8), Z~exp(.43). X and Y are correlated with a correlation coefficient of -0.6. Again X and Z are correlated with a correlation coefficient of -0.6. How can I generate data from X, Y and Z by incorporating this correlation. I know if they were uncorrelated, I could...
  2. N

    Determining how to find the prob. an event will occur between 2 yrs. (Poisson dist.)

    Hello! I am having trouble with the following question regarding the Poisson distribution. I was thinking that lambda is (2.5/100)(25). I'm not really sure if this question relates to the exponential distribution or Poisson distribution because of the fact that it asks for the probability the...
  3. L

    Exponential Distribution Conditional Probability

    Hello, I have been working with Exponential Distribution problems, but have not come across a problem like this one with both Exponential Distribution and Conditional Probabilities: If the lifetime of an electronic equipment follows an Exponential Distribution with parameter 0.1 hour. Given...
  4. K

    Arrival time

    Suppose there are five people, let t1 be the first arrival time which van be computed from min{X1,...,X5} t2 is the time of the next and so on. and assuming independence of arrivals and each is ~exp(lambda) suppose we have the data: day 0, 1, 2, 3 # arrivals 0, 2, 3,5 means on day 0 there...
  5. K

    Maximum likelihood estimation for exponential distribution

    I would like to describe some gathered data for arrival process which seems not following Poisson distribution for people finding a job. The data consists of two subpopulations (but we have only the combined results), first subpopulation where people assigned to the correct place (correct place...
  6. P

    Why not use Kaplan Meier?

    In the method described here http://dmkd.cs.vt.edu/papers/TKDE17.pdf R code implementation is provided https://github.com/MLSurvival/ESP/blob/master/ESP_TKDE2016/TKDE_code.R the Kaplan-Meier estimator is initially estimated from data but then (from line 244) different distributions...
  7. E

    Distribution function of an exponential random variable

    Let Y ⇠ Exp(2) be the size of an insurance loss. If the insurance company pays min(Y, 4), what is the variance of that payment? I know that lambda =2 If I put that in the pdf I get: 2*e^(-2x). I don't understand how to use the information given by min(Y, 4)
  8. M

    MLE parameter estimation error in R for Exponential Distribution

    I am doing a statistical modeling and doing right and left censoring. I have difficulty to fit my data to exponential distribution as I am getting the following error in R: the function mle failed to estimate the parameters, with the error code 100 I do not want to shift or rescale my data...
  9. A

    Higher standard deviation than the mean

    HI ! Excuse me for my english, my writing is not very good. I want to know what implies or what explains in an excercise when the standard deviation (STD=67) is higher than the mean (M=38), and the histogram behaves like an exponential distribution. Thanks by the way ! :tup: Regards from...
  10. Y

    Exponential Distribution - Future Value Prediction or Estimation of Random Variable

    Hi all, I am working on exponential distribution having single mean. I want to predict/estimate the future value based on previous samples. Is there any relation among random variables in exponential distribution, on the basis of which, I can predict/estimate future value? For example: I...
  11. A

    Error bars for exponentially distributed data

    Folks, Short version: What is the best and most proper way for displaying error bars on exponentially distributed data? Long version: I have some data (biological, though that's not important) that we bin to produce a histogram. Within any given bin the data are exponentially distributed -...
  12. C

    Goodness of fit test for exponential distribution

    The given data below shows the time in intervals in seconds between successive white cars in flowing traffic in an open road.Can these be modeled by an exponential distribution. I am computing the expected frequencies by calculating the probability at each interval.Under null hypothesis as...
  13. M

    Correlation between normal and exponential

    Can anybody give me some pointers to how to compute confidence intervals for Pearson correlation in the case (X,Y) where X is normal and Y is exponential? I cannot find it anywhere (usually just bivariate normal) - and I guess that this case is common enough to be described somewhere!
  14. S

    MLE of P(X<2) - Exponential distribution

    The problem statement: Find the MLE of θ = P (X≤ 2) in a random sample of size n selected from an exponential distribution EXP(λ) Relevant equations f(x, λ) = λ e^(-λx) F(x, λ) = 1 - e^(-λx) The attempt at a solution I know how to find the MLE of the mean of an exponential...
  15. A

    I've been stuck for a while on this part. Help would be really appreciated!

    Let X1, . . . , Xn be IID Exponential(?) random variables. Use mgfs to find the distributionofY =X1 +...Xn.
  16. S

    Joint Probability Issues

    I'm trying to prepare for a test and going over some practice problems I just found with no solutions, and they've basically led me to believe I'm completely lost. The section we're working on is joint probability, while the entire section in the book focused on problems with pdf's given as...
  17. S

    linear combination of exponential distributions

    I have an equation with linear combination of exponential distributions, i.e. sum (c_i * exp(a_i)) on the right hand side, and on the left hand side I have something that is best fitted by cauchy or log-normal... Now, I am looking for an estimating function for a linear combination of...
  18. J

    Exponential Distribution

    ok so my problem is: An outbreak of a particular type of timber infestation occurs, on average, every 30 years for a given region. assuming the probability of an infestation follows an exponential probability distribution, what is the probability of two infestation occurring within 6 years...