How come in these questions we treat the sum of exponential distribution as an exponential dist.? [closed]
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In problems like these, all the solutions I've seen add the lambda value of one device n times (in this case n = 6) for a system. Then they find the probability like they would for exponential distribution. But I thought the sum of exponential distributions was a gamma distribution. How come we are able to solve the probability for the system like we would for one device using exponential distribution formulas?
Here lambda = .1 for one device, and thus for the system, lambda = .1 * 6 = .6
probability
closed as off-topic by Brian Borchers, Taroccoesbrocco, max_zorn, Jose Arnaldo Bebita Dris, Parcly Taxel Jul 22 at 13:32
This question appears to be off-topic. The users who voted to close gave this specific reason:
- "This question is missing context or other details: Please improve the question by providing additional context, which ideally includes your thoughts on the problem and any attempts you have made to solve it. This information helps others identify where you have difficulties and helps them write answers appropriate to your experience level." – Brian Borchers, Taroccoesbrocco, max_zorn, Jose Arnaldo Bebita Dris, Parcly Taxel
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In problems like these, all the solutions I've seen add the lambda value of one device n times (in this case n = 6) for a system. Then they find the probability like they would for exponential distribution. But I thought the sum of exponential distributions was a gamma distribution. How come we are able to solve the probability for the system like we would for one device using exponential distribution formulas?
Here lambda = .1 for one device, and thus for the system, lambda = .1 * 6 = .6
probability
closed as off-topic by Brian Borchers, Taroccoesbrocco, max_zorn, Jose Arnaldo Bebita Dris, Parcly Taxel Jul 22 at 13:32
This question appears to be off-topic. The users who voted to close gave this specific reason:
- "This question is missing context or other details: Please improve the question by providing additional context, which ideally includes your thoughts on the problem and any attempts you have made to solve it. This information helps others identify where you have difficulties and helps them write answers appropriate to your experience level." – Brian Borchers, Taroccoesbrocco, max_zorn, Jose Arnaldo Bebita Dris, Parcly Taxel
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You’ve misunderstood the question. It is saying that the system uses six of the devices and all six must continue to function for the system to function. The system fails As soon as any of the six devices fail. Thus you need the minimum of the six times to failure rather than the sum.
– Brian Borchers
Jul 22 at 2:50
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In problems like these, all the solutions I've seen add the lambda value of one device n times (in this case n = 6) for a system. Then they find the probability like they would for exponential distribution. But I thought the sum of exponential distributions was a gamma distribution. How come we are able to solve the probability for the system like we would for one device using exponential distribution formulas?
Here lambda = .1 for one device, and thus for the system, lambda = .1 * 6 = .6
probability
In problems like these, all the solutions I've seen add the lambda value of one device n times (in this case n = 6) for a system. Then they find the probability like they would for exponential distribution. But I thought the sum of exponential distributions was a gamma distribution. How come we are able to solve the probability for the system like we would for one device using exponential distribution formulas?
Here lambda = .1 for one device, and thus for the system, lambda = .1 * 6 = .6
probability
asked Jul 22 at 2:39
David
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603
closed as off-topic by Brian Borchers, Taroccoesbrocco, max_zorn, Jose Arnaldo Bebita Dris, Parcly Taxel Jul 22 at 13:32
This question appears to be off-topic. The users who voted to close gave this specific reason:
- "This question is missing context or other details: Please improve the question by providing additional context, which ideally includes your thoughts on the problem and any attempts you have made to solve it. This information helps others identify where you have difficulties and helps them write answers appropriate to your experience level." – Brian Borchers, Taroccoesbrocco, max_zorn, Jose Arnaldo Bebita Dris, Parcly Taxel
closed as off-topic by Brian Borchers, Taroccoesbrocco, max_zorn, Jose Arnaldo Bebita Dris, Parcly Taxel Jul 22 at 13:32
This question appears to be off-topic. The users who voted to close gave this specific reason:
- "This question is missing context or other details: Please improve the question by providing additional context, which ideally includes your thoughts on the problem and any attempts you have made to solve it. This information helps others identify where you have difficulties and helps them write answers appropriate to your experience level." – Brian Borchers, Taroccoesbrocco, max_zorn, Jose Arnaldo Bebita Dris, Parcly Taxel
1
You’ve misunderstood the question. It is saying that the system uses six of the devices and all six must continue to function for the system to function. The system fails As soon as any of the six devices fail. Thus you need the minimum of the six times to failure rather than the sum.
– Brian Borchers
Jul 22 at 2:50
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1
You’ve misunderstood the question. It is saying that the system uses six of the devices and all six must continue to function for the system to function. The system fails As soon as any of the six devices fail. Thus you need the minimum of the six times to failure rather than the sum.
– Brian Borchers
Jul 22 at 2:50
1
1
You’ve misunderstood the question. It is saying that the system uses six of the devices and all six must continue to function for the system to function. The system fails As soon as any of the six devices fail. Thus you need the minimum of the six times to failure rather than the sum.
– Brian Borchers
Jul 22 at 2:50
You’ve misunderstood the question. It is saying that the system uses six of the devices and all six must continue to function for the system to function. The system fails As soon as any of the six devices fail. Thus you need the minimum of the six times to failure rather than the sum.
– Brian Borchers
Jul 22 at 2:50
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2 Answers
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The system fails as soon as one component fails. Thus the lifetime of the system is the minimum of the six components' lifetimes (not the sum of the lifetimes). Your textbook probably proves that the minimum of $n$ independent $textExponential(lambda)$ random variables is itself a $textExponential(nlambda)$ random variable.
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Note that the minimum of exponential random variables (RV) is also an exponential random variable. In particular, if the PDF of RV $X_i$ is
$$f_X_i(x) = lambda_i exp(-lambda_i x),$$
$Y = minX_1, X_2,cdots, X_n$, and $X_i$ are independent RVs then
beginalign
PrY > y & = PrX_1 >y cdot PrX_2 >y cdots PrX_n >y \
& = exp(-(lambda_1+lambda_2+cdots lambda_n)y)\
therefore f_Y(y) & = lambda exp(-lambda y),
endalign
where $lambda = lambda_1 + lambda_2 + cdots +lambda_n$.
In your question, you need to consider the minimum of the six random variables as the system fails if at least one of them fails.
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2 Answers
2
active
oldest
votes
2 Answers
2
active
oldest
votes
active
oldest
votes
active
oldest
votes
up vote
2
down vote
The system fails as soon as one component fails. Thus the lifetime of the system is the minimum of the six components' lifetimes (not the sum of the lifetimes). Your textbook probably proves that the minimum of $n$ independent $textExponential(lambda)$ random variables is itself a $textExponential(nlambda)$ random variable.
add a comment |Â
up vote
2
down vote
The system fails as soon as one component fails. Thus the lifetime of the system is the minimum of the six components' lifetimes (not the sum of the lifetimes). Your textbook probably proves that the minimum of $n$ independent $textExponential(lambda)$ random variables is itself a $textExponential(nlambda)$ random variable.
add a comment |Â
up vote
2
down vote
up vote
2
down vote
The system fails as soon as one component fails. Thus the lifetime of the system is the minimum of the six components' lifetimes (not the sum of the lifetimes). Your textbook probably proves that the minimum of $n$ independent $textExponential(lambda)$ random variables is itself a $textExponential(nlambda)$ random variable.
The system fails as soon as one component fails. Thus the lifetime of the system is the minimum of the six components' lifetimes (not the sum of the lifetimes). Your textbook probably proves that the minimum of $n$ independent $textExponential(lambda)$ random variables is itself a $textExponential(nlambda)$ random variable.
answered Jul 22 at 2:49
angryavian
34.6k12874
34.6k12874
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Note that the minimum of exponential random variables (RV) is also an exponential random variable. In particular, if the PDF of RV $X_i$ is
$$f_X_i(x) = lambda_i exp(-lambda_i x),$$
$Y = minX_1, X_2,cdots, X_n$, and $X_i$ are independent RVs then
beginalign
PrY > y & = PrX_1 >y cdot PrX_2 >y cdots PrX_n >y \
& = exp(-(lambda_1+lambda_2+cdots lambda_n)y)\
therefore f_Y(y) & = lambda exp(-lambda y),
endalign
where $lambda = lambda_1 + lambda_2 + cdots +lambda_n$.
In your question, you need to consider the minimum of the six random variables as the system fails if at least one of them fails.
add a comment |Â
up vote
0
down vote
Note that the minimum of exponential random variables (RV) is also an exponential random variable. In particular, if the PDF of RV $X_i$ is
$$f_X_i(x) = lambda_i exp(-lambda_i x),$$
$Y = minX_1, X_2,cdots, X_n$, and $X_i$ are independent RVs then
beginalign
PrY > y & = PrX_1 >y cdot PrX_2 >y cdots PrX_n >y \
& = exp(-(lambda_1+lambda_2+cdots lambda_n)y)\
therefore f_Y(y) & = lambda exp(-lambda y),
endalign
where $lambda = lambda_1 + lambda_2 + cdots +lambda_n$.
In your question, you need to consider the minimum of the six random variables as the system fails if at least one of them fails.
add a comment |Â
up vote
0
down vote
up vote
0
down vote
Note that the minimum of exponential random variables (RV) is also an exponential random variable. In particular, if the PDF of RV $X_i$ is
$$f_X_i(x) = lambda_i exp(-lambda_i x),$$
$Y = minX_1, X_2,cdots, X_n$, and $X_i$ are independent RVs then
beginalign
PrY > y & = PrX_1 >y cdot PrX_2 >y cdots PrX_n >y \
& = exp(-(lambda_1+lambda_2+cdots lambda_n)y)\
therefore f_Y(y) & = lambda exp(-lambda y),
endalign
where $lambda = lambda_1 + lambda_2 + cdots +lambda_n$.
In your question, you need to consider the minimum of the six random variables as the system fails if at least one of them fails.
Note that the minimum of exponential random variables (RV) is also an exponential random variable. In particular, if the PDF of RV $X_i$ is
$$f_X_i(x) = lambda_i exp(-lambda_i x),$$
$Y = minX_1, X_2,cdots, X_n$, and $X_i$ are independent RVs then
beginalign
PrY > y & = PrX_1 >y cdot PrX_2 >y cdots PrX_n >y \
& = exp(-(lambda_1+lambda_2+cdots lambda_n)y)\
therefore f_Y(y) & = lambda exp(-lambda y),
endalign
where $lambda = lambda_1 + lambda_2 + cdots +lambda_n$.
In your question, you need to consider the minimum of the six random variables as the system fails if at least one of them fails.
answered Jul 22 at 2:52
Math Lover
12.4k21232
12.4k21232
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You’ve misunderstood the question. It is saying that the system uses six of the devices and all six must continue to function for the system to function. The system fails As soon as any of the six devices fail. Thus you need the minimum of the six times to failure rather than the sum.
– Brian Borchers
Jul 22 at 2:50