2006•Application of Statistics and ManagementRequires access

Distribution of Exponential Difference for Discrete Random Variable

Ding Yi-fei

Abstract

A discrete probability distribution named as distribution of exponential difference is presented in this paper,formula to calculate the most probable success number,mathematical expectation and Variance are derived for this distribution,relationship between this distribution and geometric distribution is discussed,a application of this distribution in Markovian chain is given.

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Key concepts: Mathematics, Geometric distribution, Inverse-chi-squared distribution, Exponential distribution, Natural exponential family, Exponentially modified Gaussian distribution, Probability integral transform, Univariate distribution