Exponential Distribution Calculator
The exponential distribution is a continuous distribution that models the waiting time between events that occur independently and at a constant rate. The time between two calls arriving at a call center, the time left until a machine fails, the gap between requests hitting a web server, and the time until a radioactive nucleus decays are all described by it. It is directly linked to the Poisson process: if the number of events is Poisson distributed, the time between events is exponential.
This calculator computes P(X ≤ x), P(X > x), and the probability between two bounds from either λ (the event rate per unit of time) or the mean waiting time (μ = 1/λ), and reports the mean, variance, standard deviation, median, and selected quantiles alongside them. It also demonstrates memorylessness — the most distinctive property of the exponential distribution — with concrete numbers, and draws the probability area on a shaded density curve. It is one of the most frequently used calculations in reliability engineering, queueing theory, survival analysis, and operations research courses.
Exponential Distribution Formulas
Density: f(x) = λ·e^(−λx), x ≥ 0 Cumulative: F(x) = P(X ≤ x) = 1 − e^(−λx) Survival: P(X > x) = e^(−λx) Interval: P(x₁ < X ≤ x₂) = e^(−λx₁) − e^(−λx₂) Mean: μ = 1 / λ Variance: σ² = 1 / λ² Standard deviation: σ = 1 / λ = μ Median: m = ln2 / λ ≈ 0.6931 / λ Quantile (inv. CDF): xq = −ln(1 − q) / λ Memorylessness: P(X > s + t | X > s) = P(X > t)
λ is the RATE parameter, not the scale: the mean is 1/λ. The exponential distribution is the only continuous distribution with a constant hazard rate; h(x) = f(x)/[1−F(x)] = λ for every x.
How to Calculate
- Choose the form in which you know the parameter: the event rate per unit of time (λ) or the mean waiting time (μ = 1/λ).
- Enter the value of the parameter you selected; because the two are reciprocals, the result is the same whichever you enter.
- Write the time or amount whose probability you are interested in into the x field (it cannot be negative).
- If you also want the probability between two bounds, fill in the upper bound (x₂); leave it empty if you do not.
- Read P(X ≤ x), P(X > x), the mean, the variance, the median, and the quantiles together in the results; the shaded area shows the probability that was computed.
- Check the memorylessness line: if the conditional probability equals P(X > x), the model has been set up correctly.
Worked Examples
Time between machine failures (λ = 0.25/hour)
Assuming an average of 0.25 failures per hour (one failure every 4 hours on average), the probability that the next failure occurs within 3 hours is 0.5276 (52.76%), and the probability of exceeding 3 hours is 0.4724. The probability that the failure occurs between 3 and 6 hours is 0.2492. The mean is 4 hours while the median is 2.77 hours; because the distribution is right-skewed, the half-life is shorter than the mean.
P(X ≤ 3): 0.5276 · P(X > 3): 0.4724 · P(3 < X ≤ 6): 0.2492
Entering the mean: an 8-minute call interval
If an average of 8 minutes passes between calls, λ = 0.125. The probability that the next call arrives within 5 minutes is 0.4647 (46.47%), and the probability that it takes longer than 5 minutes is 0.5353. The variance is 64 and the standard deviation is 8 minutes — in the exponential distribution the standard deviation always equals the mean.
P(X ≤ 5): 0.4647 · P(X > 5): 0.5353 · Density f(5): 0.066908
Bulb lifetime: the probability of exceeding the mean
A bulb with a mean lifetime of 1000 hours has only a 0.3679 probability of lasting more than 1000 hours (e⁻¹); that is, roughly 63.21% of the bulbs fail before the mean. The probability that the lifetime falls between 1000 and 2000 hours is 0.2325, and the median lifetime is 693.15 hours.
P(X ≤ 1,000): 0.6321 · P(X > 1,000): 0.3679 · P(1,000 < X ≤ 2,000): 0.2325