Exponential Distribution Calculator
Calculate exponential distribution probabilities using a rate parameter or mean. Find probability density, cumulative probability, survival probability, mean, variance, standard deviation, median, and quantiles instantly.
Enter Distribution Values
Set the rate and X value for the calculation.
Interval Probability
Calculate P(c ≤ X ≤ d).
What Is the Exponential Distribution?
The exponential distribution is a continuous probability distribution commonly used to model the amount of time between events occurring at a constant average rate. It is defined by a positive rate parameter called lambda (λ).
Examples include mathematical models for waiting time between arrivals, component lifetimes under a constant hazard assumption, and intervals between events in a Poisson process.
What Does Lambda Mean?
Lambda represents the average event rate per unit of time or measurement. A larger λ produces shorter expected waiting times, while a smaller λ produces longer expected waiting times.
How to Use the Exponential Distribution Calculator
Enter λ or Mean
Choose whether you know the rate λ or the mean waiting time. The calculator automatically converts between them.
Enter X or an Interval
Provide a nonnegative X value for PDF and CDF calculations or enter c and d to calculate an interval probability.
View Statistics
Get PDF, CDF, survival probability, mean, variance, standard deviation, median, and the requested percentile.
Exponential Distribution PDF and CDF
Probability Density Function
The exponential probability density function is: f(x) = λe−λx for x ≥ 0. For negative values of x, the probability density is zero.
Cumulative Distribution Function
The cumulative probability of observing a value less than or equal to x is: F(x) = 1 − e−λx .
Survival Function
The probability that the random variable is greater than or equal to x is: S(x) = e−λx .
Mean, Variance, Median and Standard Deviation
The mean of an exponential distribution is: Mean = 1 / λ . The standard deviation is also equal to 1 / λ.
The variance is: Variance = 1 / λ² , while the median is: Median = ln(2) / λ .
What Is the Memoryless Property?
One of the defining mathematical properties of the exponential distribution is memorylessness. Under this model, the conditional probability of waiting an additional amount of time does not depend on how long has already elapsed.
This makes the exponential distribution useful for processes with a constant hazard rate. However, it may not be appropriate for real-world processes where risk increases or decreases with age or elapsed time.
Exponential vs Poisson Distribution
| Feature | Exponential | Poisson |
|---|---|---|
| Data Type | Continuous | Discrete |
| Measures | Time or distance between events | Number of events |
| Parameter | Rate λ | Expected event count |
| Typical Question | How long until the next event? | How many events occur? |