Template:Two parameter exp distribution: Difference between revisions

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where <math>\gamma </math> is the location parameter.
where <math>\gamma </math> is the location parameter.
Some of the characteristics of the two-parameter exponential distribution are [19]:
Some of the characteristics of the two-parameter exponential distribution are [[Appendix: Weibull References|
[19]]]:
#The location parameter, <math>\gamma </math>, if positive, shifts the beginning of the distribution by a distance of <math>\gamma </math> to the right of the origin, signifying that the chance failures start to occur only after <math>\gamma </math> hours of operation, and cannot occur before.
#The location parameter, <math>\gamma </math>, if positive, shifts the beginning of the distribution by a distance of <math>\gamma </math> to the right of the origin, signifying that the chance failures start to occur only after <math>\gamma </math> hours of operation, and cannot occur before.
#The scale parameter is <math>\tfrac{1}{\lambda }=\bar{T}-\gamma =m-\gamma </math>.
#The scale parameter is <math>\tfrac{1}{\lambda }=\bar{T}-\gamma =m-\gamma </math>.

Revision as of 22:44, 6 February 2012

The Two-Parameter Exponential Distribution

The two-parameter exponential pdf is given by:

[math]\displaystyle{ f(T)=\lambda {{e}^{-\lambda (T-\gamma )}},f(T)\ge 0,\lambda \gt 0,T\ge 0\text{ or }\gamma }[/math]

where [math]\displaystyle{ \gamma }[/math] is the location parameter. Some of the characteristics of the two-parameter exponential distribution are [19]:

  1. The location parameter, [math]\displaystyle{ \gamma }[/math], if positive, shifts the beginning of the distribution by a distance of [math]\displaystyle{ \gamma }[/math] to the right of the origin, signifying that the chance failures start to occur only after [math]\displaystyle{ \gamma }[/math] hours of operation, and cannot occur before.
  2. The scale parameter is [math]\displaystyle{ \tfrac{1}{\lambda }=\bar{T}-\gamma =m-\gamma }[/math].
  3. The exponential [math]\displaystyle{ pdf }[/math] has no shape parameter, as it has only one shape.
  4. The distribution starts at [math]\displaystyle{ T=\gamma }[/math] at the level of [math]\displaystyle{ f(T=\gamma )=\lambda }[/math] and decreases thereafter exponentially and monotonically as [math]\displaystyle{ T }[/math] increases beyond [math]\displaystyle{ \gamma }[/math] and is convex.
  5. As [math]\displaystyle{ T\to \infty }[/math], [math]\displaystyle{ f(T)\to 0 }[/math].