Let $T$ be exponential with parameter $λ.$ Let $X$ be discrete defined by $X=k,$ if $k≤T<k+1,$...












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










share|cite|improve this question











$endgroup$

















    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










    share|cite|improve this question











    $endgroup$















      1












      1








      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










      share|cite|improve this question











      $endgroup$




      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






      share|cite|improve this question















      share|cite|improve this question













      share|cite|improve this question




      share|cite|improve this question








      edited Dec 5 '18 at 23:37









      BruceET

      35.3k71440




      35.3k71440










      asked Dec 5 '18 at 19:53









      user1607user1607

      1768




      1768






















          1 Answer
          1






          active

          oldest

          votes


















          0












          $begingroup$

          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")


          enter image description here



          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
          ...





          share|cite|improve this answer











          $endgroup$













            Your Answer





            StackExchange.ifUsing("editor", function () {
            return StackExchange.using("mathjaxEditing", function () {
            StackExchange.MarkdownEditor.creationCallbacks.add(function (editor, postfix) {
            StackExchange.mathjaxEditing.prepareWmdForMathJax(editor, postfix, [["$", "$"], ["\\(","\\)"]]);
            });
            });
            }, "mathjax-editing");

            StackExchange.ready(function() {
            var channelOptions = {
            tags: "".split(" "),
            id: "69"
            };
            initTagRenderer("".split(" "), "".split(" "), channelOptions);

            StackExchange.using("externalEditor", function() {
            // Have to fire editor after snippets, if snippets enabled
            if (StackExchange.settings.snippets.snippetsEnabled) {
            StackExchange.using("snippets", function() {
            createEditor();
            });
            }
            else {
            createEditor();
            }
            });

            function createEditor() {
            StackExchange.prepareEditor({
            heartbeatType: 'answer',
            autoActivateHeartbeat: false,
            convertImagesToLinks: true,
            noModals: true,
            showLowRepImageUploadWarning: true,
            reputationToPostImages: 10,
            bindNavPrevention: true,
            postfix: "",
            imageUploader: {
            brandingHtml: "Powered by u003ca class="icon-imgur-white" href="https://imgur.com/"u003eu003c/au003e",
            contentPolicyHtml: "User contributions licensed under u003ca href="https://creativecommons.org/licenses/by-sa/3.0/"u003ecc by-sa 3.0 with attribution requiredu003c/au003e u003ca href="https://stackoverflow.com/legal/content-policy"u003e(content policy)u003c/au003e",
            allowUrls: true
            },
            noCode: true, onDemand: true,
            discardSelector: ".discard-answer"
            ,immediatelyShowMarkdownHelp:true
            });


            }
            });














            draft saved

            draft discarded


















            StackExchange.ready(
            function () {
            StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fmath.stackexchange.com%2fquestions%2f3027563%2flet-t-be-exponential-with-parameter-%25ce%25bb-let-x-be-discrete-defined-by-x-k%23new-answer', 'question_page');
            }
            );

            Post as a guest















            Required, but never shown

























            1 Answer
            1






            active

            oldest

            votes








            1 Answer
            1






            active

            oldest

            votes









            active

            oldest

            votes






            active

            oldest

            votes









            0












            $begingroup$

            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")


            enter image description here



            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
            ...





            share|cite|improve this answer











            $endgroup$


















              0












              $begingroup$

              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")


              enter image description here



              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
              ...





              share|cite|improve this answer











              $endgroup$
















                0












                0








                0





                $begingroup$

                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")


                enter image description here



                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
                ...





                share|cite|improve this answer











                $endgroup$



                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")


                enter image description here



                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
                ...






                share|cite|improve this answer














                share|cite|improve this answer



                share|cite|improve this answer








                edited Dec 6 '18 at 0:00

























                answered Dec 5 '18 at 23:32









                BruceETBruceET

                35.3k71440




                35.3k71440






























                    draft saved

                    draft discarded




















































                    Thanks for contributing an answer to Mathematics Stack Exchange!


                    • Please be sure to answer the question. Provide details and share your research!

                    But avoid



                    • Asking for help, clarification, or responding to other answers.

                    • Making statements based on opinion; back them up with references or personal experience.


                    Use MathJax to format equations. MathJax reference.


                    To learn more, see our tips on writing great answers.




                    draft saved


                    draft discarded














                    StackExchange.ready(
                    function () {
                    StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fmath.stackexchange.com%2fquestions%2f3027563%2flet-t-be-exponential-with-parameter-%25ce%25bb-let-x-be-discrete-defined-by-x-k%23new-answer', 'question_page');
                    }
                    );

                    Post as a guest















                    Required, but never shown





















































                    Required, but never shown














                    Required, but never shown












                    Required, but never shown







                    Required, but never shown

































                    Required, but never shown














                    Required, but never shown












                    Required, but never shown







                    Required, but never shown







                    Popular posts from this blog

                    Tonle Sap (See)

                    I get strange results when I access the Sqlitedatabase with Unity C# via XAMPP

                    Guatemaltekische Davis-Cup-Mannschaft