Probability distributions

Exponential, Weibull, Gamma, and Lognormal Models

Compare positive time-to-event models through process assumptions, survival shape, hazard behavior, and parameter meaning.

Direct answer

Exponential models a constant hazard, Weibull permits monotone hazard shapes, gamma can represent accumulated waiting stages, and lognormal models a positive quantity whose logarithm is normal.

Visual explanation

Positive-duration models imply different survival shapes

constant hazardincreasing hazardlognormal time
Exponential, Weibull, gamma, and lognormal models can look similar in density but differ in hazard behavior.

What this calculation tells you

Time-to-event distributions describe how probability accumulates across positive durations. Density, survival, and hazard functions answer different questions about timing.

Choose a candidate from the physical or operational process, inspect support and hazard implications, and use diagnostics that respect censoring and sampling—not only a histogram of completed times.

Where it is used

Reliability

Compare entered lifetime-model scenarios without approving a component design.

Queues

Model waiting or interarrival durations under stated assumptions.

Operations

Explore completion-time distributions and service reliability.

Education

Connect positive distributions with survival and hazard views.

Common situations

  • Comparing constant and changing hazard assumptions.
  • Choosing a positive-duration candidate model.
  • Reading survival rather than density.
  • Recognizing when censoring needs specialist analysis.

Start with the statistical question

Choose a candidate from the physical or operational process, inspect support and hazard implications, and use diagnostics that respect censoring and sampling—not only a histogram of completed times.

Four survival curves share a panel while companion hazard sketches reveal constant, increasing, decreasing, and non-monotone possibilities that density alone can hide.

Worked example

An exponential model with rate λ has survival exp(−λt) and constant hazard λ. A Weibull shape above 1 implies an increasing model hazard, while shape below 1 implies decreasing hazard.

Assumptions that carry the result

Simple calculators assume fully observed independent values and a fixed parameterization. Real reliability and survival analyses may involve censoring, truncation, repair, competing risks, covariates, and changing environments.

Interpret the result without overreaching

A fitted curve does not prove failure physics or predict an individual lifetime. Engineering and clinical decisions require domain-specific validation and uncertainty analysis.

  • Choosing a model solely by the mean.
  • Ignoring censoring when only completed events are plotted.
  • Confusing density, probability, survival, and hazard.

Choose the right tool

Practical questions

Frequently asked questions

Is Weibull always better than exponential?

No. It is more flexible, but flexibility does not guarantee a better or more interpretable model.

Can lognormal values be negative?

No. The modeled variable is positive; its logarithm is normal.

What does constant hazard mean?

Under the model, instantaneous event propensity conditional on survival does not depend on elapsed age.

Further reading

Authoritative sources

Use these primary and professional resources to check definitions, conventions, or requirements that may extend beyond this guide.