EXPONENTIAL
IMPORTANT CONTINUOUS RANDOM VARIABLE
Used to represent time, e.g. until next arrival.
Has probability density function (pdf)
This can be illustrated as
It can be shown that
You will need to use
Integration by Parts
!
The cumulative distribution function (CDF) of an exponential random variable is
This can be illustrated as
So
RELATED
CONCEPTS
Random Variables
Probability Density Function
Cumulative Distribution Function
Expectation of a Continuous Random Variable
Important Continuous Random Variables
Exponential Memoryless Property
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