Questions tagged [exponential-distribution]

Anything related to the exponential probability distribution, i.e. a continuous probability distribution whose probability density function is a one-sided decreasing exponential function.

Anything related to the exponential probability distribution, i.e. a continuous probability distribution whose probability density function is a one-sided decreasing exponential function:

f(x) = ke-kx    if x >= 0

f(x) = 0          if x < 0

where k is a constant.

See Wikipedia page on the exponential distribution.


Tag usage

Questions on should be about implementation and programming problems, not about the statistical or theoretical properties of the technique. Consider whether your question might be better suited to Cross Validated, the StackExchange site for statistics, machine learning and data analysis.

103 questions
1
vote
0 answers

R Studio Exponential Distribution

I am trying to plot a quantile plot of an exponential distribution and I don't understand some part. Here's what I enter into R N=(1:10) P=(N-0.5)/10 data=c(2,4,5,7,8,10,14,17,27,35) m = mean(data) expquantiles = qexp(P,…
Menocode
  • 43
  • 6
1
vote
1 answer

Generate random exponential value correctly c++

I want to generate random number belonging to an exponential distribution. I wrote this int size = atoi(argv[2]); double *values = (double*)malloc(sizeof(double)*size); double gamma = atof(argv[1]); if(gamma<=0.0){ …
1
vote
2 answers

recursively generate exponential random variables

I am new to recursion in R. I am trying to generate exponential random variables that meet a certain condition in R. Here is a simple example showing my attempt to generate two independent exponential random variables. CODE #### Function to…
user3487564
  • 149
  • 1
  • 6
1
vote
1 answer

Is there a dart package for random distributions?

I was wondering if there already exists a dart package that offers drawing random numbers from known distributions like normal, erlang, exponential, triangular etc.?
0
votes
0 answers

Fitting my data to power law and exponential function

I need to determine if the probability density of my data follows power law or exponential law and plot a linear fit on a loglog scale or a semilog scale respectively. My code works very well if my data follows a power law, but gives me a very bad…
0
votes
1 answer

How to get an "reverse exponential distribution"?

Suppose I have X patches, and patches have a patch variable called "patch-quality", with values between 0 and 1. I want this patch variable to be generated randomly, but in two different ways (two different scenarios): Scenario 1: random number…
0
votes
0 answers

Is there a model or parameter in the R fable package or other packages that imposes forecast constraints consistent with a logarithmic function curve?

I'm working with time-series forecasting and have been mostly focused on the R fable package. I have 32 months of data, and I'm trying out different models for testing the hypothetical forecasting of cumulative monthly unit transitions to dead state…
0
votes
0 answers

Tail dependence simulation and estimate of a t-Copula

Onece I've generated 500 observations of T1, T2 with T1Exp(1) and T2Exp(0.5), and their dependence according to a Clayton copula with theta= 2. I have to 1) show by simulation that the coefficeient of lower tail dependence is approximately 0.7 in…
al.ne
  • 1
  • 2
0
votes
0 answers

MATLAB how to make nlinfit() not quit out of loop and how to test distribution of results

Given some data (from the function 1/x), I solved for powers of a model function made of the sum of exponentials. I did this for several different samples of data and I want to plot the powers that I find and test to see what type of distribution…
0
votes
0 answers

how to apply exponentially decaying weights to converge PD estimates after 4-5 (or 7-10) years?

I have Probability of Default (PD) estimates for 5 risk grades and for 6 year horizon using Markov Chain. I need to calibrate the first year to long run average and therefore change the first year column values. However the PD for following years…
0
votes
0 answers

Twilio : Calculating estimated wait time in multi queue multi server system

I have a system that has multiple queues, whenever a user calls if no agent is available it will wait in the queue. The queue has multiple filters which separates the agent based on their skills. I want to calculate the estimated wait time for each…
0
votes
1 answer

Why is my program to calculate Mean square error not giving any output?

So I have this question in statistics that I need to solve using C programming. We have to calculate the values of MSE for various values of theta(population parameter of exponential distribution) and n(sample size. We set theta as constant and…
0
votes
0 answers

Distance between ecdf and cdf in R

I want to calculate the distance between ecdf and cdf with kolmogorov–Smirnov and plot the distance as function of the number of samples. This is my code so far: How I created "exp_v": N = 10000 u = runif(10000,0,1) lambda = 1 formula =…
0
votes
0 answers

How do I determine cutline when distribution is exponential-like?

I am currently working on e-commerce customer data analysis. I plotted customer-click distribution and got the image below. X = number of clicks / Y = number of customers It seems like exponential-distribution to me..(Not exactly, but similar) I…
nowheretogo
  • 125
  • 1
  • 5
0
votes
1 answer

Write a scipy function without using a standard library (exponential power)

My question might come across as stupid or so simple, but I could not work towards finding a solution. Here is my question: I want to write an exponential power distribution function which is available in scipy. However, I don't want to use the…