How to prove an exponential function?

[oxinosch]

hi!

My problem is that i have a large sequence of inter-arrival times and i want to know how can i prove that they are indeed exponential? i draw the graph using excel and it shows indeed an exponential function. Is thr a more precise mathematic way to prove that it is indeed exponential?

 

[jerryb]

you should be able to do an exponential regression on the data and get a correlation coefficient (pearson i think) to help with that. try a google on exponential regression, if your data set is large then make yourself a formula for excell.

cheers
jerry

 

[JohnM]

Another way is to generate a frequency distribution of the data and then run a chi-square goodness of fit test (observed frequencies and frequencies expected under a true exponential).

However, this won't "prove" that it's exponential (nothing will) - it will only show whether the departure from an exponential is small enough to be not statistically significant.