PROBABILITIES Course

Exponential distribution

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The exponential distribution is $E(\lambda)$. You should look at Wikipedia if you want to know why it's used.

  • The density function is $f_X(x) = \lambda e^{-\lambda{x}}$
  • $\mathbb{E}(X) = \ \frac{1}{\lambda}$
  • $\mathbb{V}(X) = \ \frac{1}{\lambda^2}$