Presented by:

Rajendr a Khemka
Enrollment ID:
140420705005

Introduction
CDF (Cumulative Distribution Function), and

PDF (Probability Density Function)

of an
exponential functions are discussed and MATLAB
toolbox, user code implementation is performed.
Simulation results and Applications are discussed

at end of the presentation.

Equation for PDF: ex

Equation for CDF: 1 ex

EXPONENTIAL
DISTRIBUTION
In probability theory

and statistics, the

exponential distribution (a.k.a. negative
exponential distribution) is the probability
distribution that describes the time between
events in a Poisson process, i.e. a process in
which
events
occur
continuously
and
independently at a constant average rate. It is
the continuous analogue of the geometric
distribution, and it has the key property of
being memory less. In addition to being used
for the analysis of Poisson processes, it is
found in various other contexts.

PDF (Probability Density

Function)
The probability density function (pdf) of an
exponential distribution is

Here > 0 is the parameter of the distribution, often

called the rate parameter. The distribution is

supported on the interval [0, ). If a random variable
X has this distribution, we write X ~ Exp()
The exponential distribution exhibits infinite
divisibility.

CDF (Cumulative Distribution

Function)
The cumulative distribution function (cdf) of

an exponential distribution is
Equation for CDF: 1 ex

x >= 0

For all other points the value of CDF assumes

a null

MATLAB CODE
% exponential distribution pdf and cdf scripting
% both mean and mu should have same index
clc
clear all
mean = input('enter the mean value for dist. function : ');
mu = input('enter the mu value for dist. function : ');
temp= size(mean);
n= temp(1,2);
% to implement PDF (Prob. Density Function)
disp('Exponential PDF is : ');
for i = 1:n
y(i) = [2.718281828 ^ -(mean(i)./mu(i))]./ mu(i);
end
subplot(1,2,1);

plot(y)
title('PDF plot');
axis('square');
% To implement CDF (Cumulative Dist. Function)
% Function implemented is y(mu, mean) = 1 - e ^ (mean/mu)
% requirement : mean and mu must be of same size
disp('Exponential CDF is : ');
for i = 1:n
z(i) = 1 - [2.718281828 ^ -(mean(i)./mu(i))];
end
subplot(1,2,2);
plot(z)
title('CDF plot');
axis('square');

SIMULATION RESULTS

CDF and PDF for n = 50

PDF plot

0.4

0.35

0.95

0.3

0.9

0.25

0.85

0.2

0.8

0.15

0.75

0.1

0.7

0.05

0.65

0
0

10

15

20

25

CDF plot

30

35

40

45

50

10

15

20

25

30

35

40

45

50

CDF and PDF for n = 100

PDF plot

0.4

0.35

0.95

0.3

0.9

0.25

0.85

0.2

0.8

0.15

0.75

0.1

0.7

0.05

0.65

0
0

10

20

30

40

50

CDF plot

60

70

80

90

100

10

20

30

40

50

60

70

80

90

100

CDF and PDF for n =

1000
PDF plot

0.4

0.35

0.95

0.3

0.9

0.25

0.85

0.2

0.8

0.15

0.75

0.1

0.7

0.05

0.65

0
0

100

200

300

400

500

CDF plot

600

700

800

900

1000

100

200

300

400

500

600

700

800

900

1000

RESULTS USING
DISTTOOL - PDF
2

1.5

0.5

0.5

1.5

2.5

3.5

RESULTS USING
DISTTOOL - CDF
1

0.8

0.6

0.4

0.2

0.5

1.5

2.5

3.5

APPLICATIONS
The time it takes before your next telephone

call
For example, the rate of incoming phone calls
differs according to the time of day. But if we
focus on a time interval during which the rate is
roughly constant, such as from 2 to 4 p.m. during
work days, the exponential distribution can be
used as a good approximate model for the time
until the next phone call arrives.

The time until a radioactive particle decays,

or the time between clicks of a Geiger

counter
Geiger counter is used to measure the
radioactivity of a given sample and it clicks when
it detects radioactivity.
Higher activity corresponds to higher clicks and
vice versa. Since law of radioactivity follows a
decaying exponential graph, it can be taken as an
example of exponential distribution

The time until default (on payment to

company debt holders) in reduced form credit

risk modeling, application based on financial
markets.
In Queuing theory, the service times of

agents in a system (e.g. how long it takes for a

bank teller etc. to serve a customer) are often
modeled as exponentially distributed variables.

THANK YOU
FOR YOUR
PATIENCE