Exponential Distribution

A continuous random variable having p.d.f. f(x), where:

  • f(x) = lxe-lx

is said to have an exponential distribution, with parameter l.

The cumulative distribution is given by:

  • F(x) = 1 – elx

Expectation and Variance

  • E(X) = 1/l
  • V(X) = 1/l2
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