The 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 – e^lx

Expectation and Variance

• E(X) = 1/l
• V(X) = 1/l²

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