R语言指数分布

指数函数的一个重要特征是无记忆性（Memoryless Property，又称遗失记忆性）。这表示如果一个随机变量呈指数分布，当s,t>0时有P(T>t+s|T>t)=P(T>s)。即，如果T是某一元件的寿命，已知元件使用了t小时，它总共使用至少s+t小时的条件概率，与从开始使用时算起它使用至少s小时的概率相等。

 

The Exponential Distribution

Description

Density, distribution function, quantile function and random generation for the exponential distribution with rate rate (i.e., mean 1/rate).

Usage

dexp(x, rate = 1, log = FALSE)
pexp(q, rate = 1, lower.tail = TRUE, log.p = FALSE)
qexp(p, rate = 1, lower.tail = TRUE, log.p = FALSE)
rexp(n, rate = 1)

Arguments

x, q	vector of quantiles.
p	vector of probabilities.
n	number of observations. If length(n) > 1, the length is taken to be the number required.
rate	vector of rates.
log, log.p	logical; if TRUE, probabilities p are given as log(p).
lower.tail	logical; if TRUE (default), probabilities are P[X ≤ x], otherwise, P[X > x].

R语言代码

####指数分布分布
# 1.指数分布中抽样函数rexp
# rate：λ 
n = 100
rate <- 1
rexp(n, rate=rate)

# 2.指数分布概率密度函数
x <- seq(0,10,0.1)
y <- dexp(x,rate)
plot(x,y)

# 3.指数分布累积概率
x <- seq(1,20,0.1)
plot(x,dexp(x,rate=2))
# P[X ≤ x]
pexp(1, rate=2)
# P[X > x]
pexp(1, rate=2,lower.tail = FALSE)

# probabilities p are given as log(p).
pexp(1,rate=2,log.p = TRUE)

# 4.qexp函数(pexp的反函数)
# 累积概率为0.95时的x值
# x <- seq(1,10,0.1)
# plot(x,pexp(x,rate=1))
qexp(0.95, rate=1)
qexp(0.995, rate=1)