Exponential Distribution Functions

The Mean or MTTF

The mean, [math]\displaystyle{ \overline{T}, }[/math] or mean time to failure (MTTF) is given by:

[math]\displaystyle{ \begin{align} \bar{T}= & \int_{\gamma }^{\infty }t\cdot f(t)dt \\ = & \int_{\gamma }^{\infty }t\cdot \lambda \cdot {{e}^{-\lambda t}}dt \\ = & \gamma +\frac{1}{\lambda }=m \end{align} }[/math]

Note that when [math]\displaystyle{ \gamma =0 }[/math], the MTTF is the inverse of the exponential distribution's constant failure rate. This is only true for the exponential distribution. Most other distributions do not have a constant failure rate. Consequently, the inverse relationship between failure rate and MTTF does not hold for these other distributions.

The Median

The median, [math]\displaystyle{ \breve{T}, }[/math] is:

[math]\displaystyle{ \breve{T}=\gamma +\frac{1}{\lambda}\cdot 0.693 }[/math]

The Mode

The mode, [math]\displaystyle{ \tilde{T}, }[/math] is:

[math]\displaystyle{ \tilde{T}=\gamma }[/math]

The Standard Deviation

The standard deviation, [math]\displaystyle{ {\sigma }_{T} }[/math], is:

[math]\displaystyle{ {\sigma}_{T}=\frac{1}{\lambda }=m }[/math]

The Exponential Reliability Function

The equation for the 2-parameter exponential cumulative density function, or [math]\displaystyle{ cdf, }[/math] is given by:

[math]\displaystyle{ \begin{align} F(t)=Q(t)=1-{{e}^{-\lambda (t-\gamma )}} \end{align} }[/math]

Recalling that the reliability function of a distribution is simply one minus the [math]\displaystyle{ cdf }[/math], the reliability function of the 2-parameter exponential distribution is given by:

[math]\displaystyle{ R(t)=1-Q(t)=1-\int_{0}^{t-\gamma }f(x)dx }[/math]

[math]\displaystyle{ R(t)=1-\int_{0}^{t-\gamma }\lambda {{e}^{-\lambda x}}dx={{e}^{-\lambda (t-\gamma )}} }[/math]

The 1-parameter exponential reliability function is given by:

[math]\displaystyle{ R(t)={{e}^{-\lambda t}}={{e}^{-\tfrac{t}{m}}} }[/math]

The Exponential Conditional Reliability Function

The exponential conditional reliability equation gives the reliability for a mission of [math]\displaystyle{ t }[/math] duration, having already successfully accumulated [math]\displaystyle{ T }[/math] hours of operation up to the start of this new mission. The exponential conditional reliability function is:

[math]\displaystyle{ R(t|T)=\frac{R(T+t)}{R(T)}=\frac{{{e}^{-\lambda (T+t-\gamma )}}}{{{e}^{-\lambda (T-\gamma )}}}={{e}^{-\lambda t}} }[/math]

which says that the reliability for a mission of [math]\displaystyle{ t }[/math] duration undertaken after the component or equipment has already accumulated [math]\displaystyle{ T }[/math] hours of operation from age zero is only a function of the mission duration, and not a function of the age at the beginning of the mission. This is referred to as the memoryless property.

The Exponential Reliable Life

The reliable life, or the mission duration for a desired reliability goal, [math]\displaystyle{ {{t}_{R}} }[/math], for the one-parameter exponential distribution is:

[math]\displaystyle{ R({{t}_{R}})={{e}^{-\lambda ({{t}_{R}}-\gamma )}} }[/math]

[math]\displaystyle{ \begin{align} \ln[R({{t}_{R}})]=-\lambda({{t}_{R}}-\gamma ) \end{align} }[/math]

or:

[math]\displaystyle{ {{t}_{R}}=\gamma -\frac{\ln [R({{t}_{R}})]}{\lambda } }[/math]

The Exponential Failure Rate Function

The exponential failure rate function is:

[math]\displaystyle{ \lambda (t)=\frac{f(t)}{R(t)}=\frac{\lambda {{e}^{-\lambda (t-\gamma )}}}{{{e}^{-\lambda (t-\gamma )}}}=\lambda =\text{constant} }[/math]

Once again, note that the constant failure rate is a characteristic of the exponential distribution, and special cases of other distributions only. Most other distributions have failure rates that are functions of time.