Let $T$ be exponential with parameter $λ.$ Let $X$ be discrete defined by $X=k,$ if $k≤T<k+1,$...
$begingroup$
I am aware that this question has been asked already here, however there is no accepted answer to it yet. I have no idea where to start.
we know that
$$ f(t)= lambda times exp (-lambda t)$$ then
$$ F(t)= 1 - exp (-lambda t)$$
but i am not sure how to continue
probability statistics probability-distributions exponential-function distribution-theory
$endgroup$
add a comment |
$begingroup$
I am aware that this question has been asked already here, however there is no accepted answer to it yet. I have no idea where to start.
we know that
$$ f(t)= lambda times exp (-lambda t)$$ then
$$ F(t)= 1 - exp (-lambda t)$$
but i am not sure how to continue
probability statistics probability-distributions exponential-function distribution-theory
$endgroup$
add a comment |
$begingroup$
I am aware that this question has been asked already here, however there is no accepted answer to it yet. I have no idea where to start.
we know that
$$ f(t)= lambda times exp (-lambda t)$$ then
$$ F(t)= 1 - exp (-lambda t)$$
but i am not sure how to continue
probability statistics probability-distributions exponential-function distribution-theory
$endgroup$
I am aware that this question has been asked already here, however there is no accepted answer to it yet. I have no idea where to start.
we know that
$$ f(t)= lambda times exp (-lambda t)$$ then
$$ F(t)= 1 - exp (-lambda t)$$
but i am not sure how to continue
probability statistics probability-distributions exponential-function distribution-theory
probability statistics probability-distributions exponential-function distribution-theory
edited Dec 5 '18 at 23:37
BruceET
35.3k71440
35.3k71440
asked Dec 5 '18 at 19:53
user1607user1607
1768
1768
add a comment |
add a comment |
1 Answer
1
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$begingroup$
Because $T$ is continuous,
$$P(X = k) = P(k le T < k+1) = F_T(k+1) - F_T(k)\ = e^{-klambda} - e^{-(k-1)lambda},$$
for $lambda > 0$ and $k = 0, 1, dots,$ where you have given $F_T$ in your Question.
The process you have in mind amounts to rounding
exponential data down to the next lower integer;
that is, taking the 'floor' function.
For exponential rate $lambda = 1/5,$ one has $E(T) = 5$ and $V(T) = 25.$ The following computation in R
evaluates $E(X) approx 4.517$ and $Var(X) approx 24.92$ by summing the first
100 terms in the relevant infinite series. An exact analytic evaluation is possible.
Also shown
are the first ten probabilities. [In R, pexp is an exponential CDF.]
k = 0:100; p = pexp(k+1,.2) - pexp(k,.2)
mu = sum(k*p); mu
[1] 4.516655 # aprx E(X) by summing early terms of series
vr = sum((k-mu)^2*p); vr
[1] 24.91682 # aprx Var(X) also from series
cbind(k, p)[0:10,]
k p
[1,] 0 0.18126925
[2,] 1 0.14841071
[3,] 2 0.12150841
[4,] 3 0.09948267
[5,] 4 0.08144952
[6,] 5 0.06668523
[7,] 6 0.05459725
[8,] 7 0.04470045
[9,] 8 0.03659763
[10,] 9 0.02996360
A simulation of a million observations from the
distribution of $X$ gives approximations of the
above (mostly accurate to two or three significant digits).
set.seed(1205)
t = rexp(10^6, .2); x = floor(t)
mean(x); var(x)
[1] 4.526318 # aprx E(X) by simulation
[1] 25.0892 # aprx Var(X) by simulation
plot(table(x)/10^6, pty="h")

table(x)/10^6
x
0 1 2 3 4 5 6
0.181598 0.148152 0.120972 0.099247 0.081509 0.066520 0.054763
7 8 9 10 11 12 13
0.044482 0.036697 0.030249 0.024474 0.020415 0.016459 0.013413
14 15 16 17 18 19 20
0.011077 0.008976 0.007304 0.006057 0.004946 0.004110 0.003317
21 22 23 24 25 26 27
0.002796 0.002209 0.001832 0.001579 0.001220 0.001016 0.000856
28 29 30 31 32 33 34
0.000709 0.000537 0.000461 0.000319 0.000327 0.000261 0.000209
35 36 37 38 39 40 41
0.000148 0.000140 0.000106 0.000086 0.000083 0.000071 0.000060
42 43 44 45 46 47 48
0.000037 0.000031 0.000036 0.000024 0.000019 0.000011 0.000015
...
$endgroup$
add a comment |
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1 Answer
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$begingroup$
Because $T$ is continuous,
$$P(X = k) = P(k le T < k+1) = F_T(k+1) - F_T(k)\ = e^{-klambda} - e^{-(k-1)lambda},$$
for $lambda > 0$ and $k = 0, 1, dots,$ where you have given $F_T$ in your Question.
The process you have in mind amounts to rounding
exponential data down to the next lower integer;
that is, taking the 'floor' function.
For exponential rate $lambda = 1/5,$ one has $E(T) = 5$ and $V(T) = 25.$ The following computation in R
evaluates $E(X) approx 4.517$ and $Var(X) approx 24.92$ by summing the first
100 terms in the relevant infinite series. An exact analytic evaluation is possible.
Also shown
are the first ten probabilities. [In R, pexp is an exponential CDF.]
k = 0:100; p = pexp(k+1,.2) - pexp(k,.2)
mu = sum(k*p); mu
[1] 4.516655 # aprx E(X) by summing early terms of series
vr = sum((k-mu)^2*p); vr
[1] 24.91682 # aprx Var(X) also from series
cbind(k, p)[0:10,]
k p
[1,] 0 0.18126925
[2,] 1 0.14841071
[3,] 2 0.12150841
[4,] 3 0.09948267
[5,] 4 0.08144952
[6,] 5 0.06668523
[7,] 6 0.05459725
[8,] 7 0.04470045
[9,] 8 0.03659763
[10,] 9 0.02996360
A simulation of a million observations from the
distribution of $X$ gives approximations of the
above (mostly accurate to two or three significant digits).
set.seed(1205)
t = rexp(10^6, .2); x = floor(t)
mean(x); var(x)
[1] 4.526318 # aprx E(X) by simulation
[1] 25.0892 # aprx Var(X) by simulation
plot(table(x)/10^6, pty="h")

table(x)/10^6
x
0 1 2 3 4 5 6
0.181598 0.148152 0.120972 0.099247 0.081509 0.066520 0.054763
7 8 9 10 11 12 13
0.044482 0.036697 0.030249 0.024474 0.020415 0.016459 0.013413
14 15 16 17 18 19 20
0.011077 0.008976 0.007304 0.006057 0.004946 0.004110 0.003317
21 22 23 24 25 26 27
0.002796 0.002209 0.001832 0.001579 0.001220 0.001016 0.000856
28 29 30 31 32 33 34
0.000709 0.000537 0.000461 0.000319 0.000327 0.000261 0.000209
35 36 37 38 39 40 41
0.000148 0.000140 0.000106 0.000086 0.000083 0.000071 0.000060
42 43 44 45 46 47 48
0.000037 0.000031 0.000036 0.000024 0.000019 0.000011 0.000015
...
$endgroup$
add a comment |
$begingroup$
Because $T$ is continuous,
$$P(X = k) = P(k le T < k+1) = F_T(k+1) - F_T(k)\ = e^{-klambda} - e^{-(k-1)lambda},$$
for $lambda > 0$ and $k = 0, 1, dots,$ where you have given $F_T$ in your Question.
The process you have in mind amounts to rounding
exponential data down to the next lower integer;
that is, taking the 'floor' function.
For exponential rate $lambda = 1/5,$ one has $E(T) = 5$ and $V(T) = 25.$ The following computation in R
evaluates $E(X) approx 4.517$ and $Var(X) approx 24.92$ by summing the first
100 terms in the relevant infinite series. An exact analytic evaluation is possible.
Also shown
are the first ten probabilities. [In R, pexp is an exponential CDF.]
k = 0:100; p = pexp(k+1,.2) - pexp(k,.2)
mu = sum(k*p); mu
[1] 4.516655 # aprx E(X) by summing early terms of series
vr = sum((k-mu)^2*p); vr
[1] 24.91682 # aprx Var(X) also from series
cbind(k, p)[0:10,]
k p
[1,] 0 0.18126925
[2,] 1 0.14841071
[3,] 2 0.12150841
[4,] 3 0.09948267
[5,] 4 0.08144952
[6,] 5 0.06668523
[7,] 6 0.05459725
[8,] 7 0.04470045
[9,] 8 0.03659763
[10,] 9 0.02996360
A simulation of a million observations from the
distribution of $X$ gives approximations of the
above (mostly accurate to two or three significant digits).
set.seed(1205)
t = rexp(10^6, .2); x = floor(t)
mean(x); var(x)
[1] 4.526318 # aprx E(X) by simulation
[1] 25.0892 # aprx Var(X) by simulation
plot(table(x)/10^6, pty="h")

table(x)/10^6
x
0 1 2 3 4 5 6
0.181598 0.148152 0.120972 0.099247 0.081509 0.066520 0.054763
7 8 9 10 11 12 13
0.044482 0.036697 0.030249 0.024474 0.020415 0.016459 0.013413
14 15 16 17 18 19 20
0.011077 0.008976 0.007304 0.006057 0.004946 0.004110 0.003317
21 22 23 24 25 26 27
0.002796 0.002209 0.001832 0.001579 0.001220 0.001016 0.000856
28 29 30 31 32 33 34
0.000709 0.000537 0.000461 0.000319 0.000327 0.000261 0.000209
35 36 37 38 39 40 41
0.000148 0.000140 0.000106 0.000086 0.000083 0.000071 0.000060
42 43 44 45 46 47 48
0.000037 0.000031 0.000036 0.000024 0.000019 0.000011 0.000015
...
$endgroup$
add a comment |
$begingroup$
Because $T$ is continuous,
$$P(X = k) = P(k le T < k+1) = F_T(k+1) - F_T(k)\ = e^{-klambda} - e^{-(k-1)lambda},$$
for $lambda > 0$ and $k = 0, 1, dots,$ where you have given $F_T$ in your Question.
The process you have in mind amounts to rounding
exponential data down to the next lower integer;
that is, taking the 'floor' function.
For exponential rate $lambda = 1/5,$ one has $E(T) = 5$ and $V(T) = 25.$ The following computation in R
evaluates $E(X) approx 4.517$ and $Var(X) approx 24.92$ by summing the first
100 terms in the relevant infinite series. An exact analytic evaluation is possible.
Also shown
are the first ten probabilities. [In R, pexp is an exponential CDF.]
k = 0:100; p = pexp(k+1,.2) - pexp(k,.2)
mu = sum(k*p); mu
[1] 4.516655 # aprx E(X) by summing early terms of series
vr = sum((k-mu)^2*p); vr
[1] 24.91682 # aprx Var(X) also from series
cbind(k, p)[0:10,]
k p
[1,] 0 0.18126925
[2,] 1 0.14841071
[3,] 2 0.12150841
[4,] 3 0.09948267
[5,] 4 0.08144952
[6,] 5 0.06668523
[7,] 6 0.05459725
[8,] 7 0.04470045
[9,] 8 0.03659763
[10,] 9 0.02996360
A simulation of a million observations from the
distribution of $X$ gives approximations of the
above (mostly accurate to two or three significant digits).
set.seed(1205)
t = rexp(10^6, .2); x = floor(t)
mean(x); var(x)
[1] 4.526318 # aprx E(X) by simulation
[1] 25.0892 # aprx Var(X) by simulation
plot(table(x)/10^6, pty="h")

table(x)/10^6
x
0 1 2 3 4 5 6
0.181598 0.148152 0.120972 0.099247 0.081509 0.066520 0.054763
7 8 9 10 11 12 13
0.044482 0.036697 0.030249 0.024474 0.020415 0.016459 0.013413
14 15 16 17 18 19 20
0.011077 0.008976 0.007304 0.006057 0.004946 0.004110 0.003317
21 22 23 24 25 26 27
0.002796 0.002209 0.001832 0.001579 0.001220 0.001016 0.000856
28 29 30 31 32 33 34
0.000709 0.000537 0.000461 0.000319 0.000327 0.000261 0.000209
35 36 37 38 39 40 41
0.000148 0.000140 0.000106 0.000086 0.000083 0.000071 0.000060
42 43 44 45 46 47 48
0.000037 0.000031 0.000036 0.000024 0.000019 0.000011 0.000015
...
$endgroup$
Because $T$ is continuous,
$$P(X = k) = P(k le T < k+1) = F_T(k+1) - F_T(k)\ = e^{-klambda} - e^{-(k-1)lambda},$$
for $lambda > 0$ and $k = 0, 1, dots,$ where you have given $F_T$ in your Question.
The process you have in mind amounts to rounding
exponential data down to the next lower integer;
that is, taking the 'floor' function.
For exponential rate $lambda = 1/5,$ one has $E(T) = 5$ and $V(T) = 25.$ The following computation in R
evaluates $E(X) approx 4.517$ and $Var(X) approx 24.92$ by summing the first
100 terms in the relevant infinite series. An exact analytic evaluation is possible.
Also shown
are the first ten probabilities. [In R, pexp is an exponential CDF.]
k = 0:100; p = pexp(k+1,.2) - pexp(k,.2)
mu = sum(k*p); mu
[1] 4.516655 # aprx E(X) by summing early terms of series
vr = sum((k-mu)^2*p); vr
[1] 24.91682 # aprx Var(X) also from series
cbind(k, p)[0:10,]
k p
[1,] 0 0.18126925
[2,] 1 0.14841071
[3,] 2 0.12150841
[4,] 3 0.09948267
[5,] 4 0.08144952
[6,] 5 0.06668523
[7,] 6 0.05459725
[8,] 7 0.04470045
[9,] 8 0.03659763
[10,] 9 0.02996360
A simulation of a million observations from the
distribution of $X$ gives approximations of the
above (mostly accurate to two or three significant digits).
set.seed(1205)
t = rexp(10^6, .2); x = floor(t)
mean(x); var(x)
[1] 4.526318 # aprx E(X) by simulation
[1] 25.0892 # aprx Var(X) by simulation
plot(table(x)/10^6, pty="h")

table(x)/10^6
x
0 1 2 3 4 5 6
0.181598 0.148152 0.120972 0.099247 0.081509 0.066520 0.054763
7 8 9 10 11 12 13
0.044482 0.036697 0.030249 0.024474 0.020415 0.016459 0.013413
14 15 16 17 18 19 20
0.011077 0.008976 0.007304 0.006057 0.004946 0.004110 0.003317
21 22 23 24 25 26 27
0.002796 0.002209 0.001832 0.001579 0.001220 0.001016 0.000856
28 29 30 31 32 33 34
0.000709 0.000537 0.000461 0.000319 0.000327 0.000261 0.000209
35 36 37 38 39 40 41
0.000148 0.000140 0.000106 0.000086 0.000083 0.000071 0.000060
42 43 44 45 46 47 48
0.000037 0.000031 0.000036 0.000024 0.000019 0.000011 0.000015
...
edited Dec 6 '18 at 0:00
answered Dec 5 '18 at 23:32
BruceETBruceET
35.3k71440
35.3k71440
add a comment |
add a comment |
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