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Gamma and Exponential
Distributions
Introduction:
Although the normal distribution can be used to solve many problems in engineering
and science, there are still numerous situations that require different types of density
functions. Two such density functions, the gamma and exponential distributions, are
discussed in this section.
It turns out that the exponential distribution is a special case of the gamma
distribution. Both find a large number of applications.
The exponential and gamma distributions play an important role in both queuing
theory and reliability problems. Time between arrivals at service facilities and time to
failure of component parts and electrical systems often are nicely modeled by the
exponential distribution. The relationship between the gamma and the exponential
allows the gamma to be used in similar types of problems.
The gamma distribution derives its name from the well-known gamma function
The following is the definition of the gamma distribution.
An alternative definition of Gamma Distribution
Graphs of several gamma distributions are shown in the following Figure for certain
specified values of the parameters α and β. The special gamma distribution for which α
= 1 is called the exponential distribution.
Gamma distributions.
OR
Mean & Variance
Example: Suppose that a system contains a certain type of component whose
time, in years, to failure is given by T. The random variable T is modeled nicely by
the exponential distribution with mean time to failure β = 5. If 5 of these
components are installed in different systems, what is the probability that at least
2 are still functioning at the end of 8 years?
Example: In a biomedical study with rats, a dose-response investigation is used to
determine the effect of the dose of a toxicant on their survival time. The toxicant
is one that is frequently discharged into the atmosphere from jet fuel. For a
certain dose of the toxicant, the study determines that the survival time, in
weeks, has a gamma distribution with α = 5 and β = 10. What is the probability
that a rat survives no longer than 60 weeks?

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Exponential Dist..pptx

  • 2. Introduction: Although the normal distribution can be used to solve many problems in engineering and science, there are still numerous situations that require different types of density functions. Two such density functions, the gamma and exponential distributions, are discussed in this section. It turns out that the exponential distribution is a special case of the gamma distribution. Both find a large number of applications. The exponential and gamma distributions play an important role in both queuing theory and reliability problems. Time between arrivals at service facilities and time to failure of component parts and electrical systems often are nicely modeled by the exponential distribution. The relationship between the gamma and the exponential allows the gamma to be used in similar types of problems.
  • 3. The gamma distribution derives its name from the well-known gamma function The following is the definition of the gamma distribution.
  • 4. An alternative definition of Gamma Distribution
  • 5.
  • 6. Graphs of several gamma distributions are shown in the following Figure for certain specified values of the parameters α and β. The special gamma distribution for which α = 1 is called the exponential distribution. Gamma distributions.
  • 7. OR
  • 9.
  • 10.
  • 11.
  • 12.
  • 13.
  • 14.
  • 15.
  • 16. Example: Suppose that a system contains a certain type of component whose time, in years, to failure is given by T. The random variable T is modeled nicely by the exponential distribution with mean time to failure β = 5. If 5 of these components are installed in different systems, what is the probability that at least 2 are still functioning at the end of 8 years? Example: In a biomedical study with rats, a dose-response investigation is used to determine the effect of the dose of a toxicant on their survival time. The toxicant is one that is frequently discharged into the atmosphere from jet fuel. For a certain dose of the toxicant, the study determines that the survival time, in weeks, has a gamma distribution with α = 5 and β = 10. What is the probability that a rat survives no longer than 60 weeks?