Index: The Book of Statistical ProofsProbability Distributions ▷ Univariate continuous distributions ▷ Exponential distribution ▷ Definition

Definition: Let $X$ be a random variable. Then, $X$ is said to be exponentially distributed with rate (or, inverse scale) $\lambda$

$\label{eq:exp} X \sim \mathrm{Exp}(\lambda) \; ,$

if and only if its probability density function is given by

$\label{eq:exp-pdf} \mathrm{Exp}(x; \lambda) = \lambda \exp[-\lambda x], \quad x \geq 0$

where $\lambda > 0$, and the density is zero, if $x < 0$.

Sources:

Metadata: ID: D8 | shortcut: exp | author: JoramSoch | date: 2020-02-08, 23:48.