Exponential distribution: Difference between revisions
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The '''[[exponential distribution|exponential distribution]]''' is any member of a class of [[continuous probability distribution|continuous probability distributions]] assigning probability | The '''[[exponential distribution|exponential distribution]]''' is any member of a class of [[continuous probability distribution|continuous probability distributions]] assigning probability | ||
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for ''x'' ≥ 0. Then ''X'' follows the exponential distribution with parameter <math>\lambda</math>. | for ''x'' ≥ 0. Then ''X'' follows the exponential distribution with parameter <math>\lambda</math>. | ||
==See also== | ==See also== | ||
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*[[Poisson distribution]] | *[[Poisson distribution]] | ||
== | ==References== | ||
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Latest revision as of 06:14, 14 September 2013
The exponential distribution is any member of a class of continuous probability distributions assigning probability
to the interval [x, ∞), for x ≥ 0.
It is well suited to model lifetimes of things that don't "wear out", among other things.
The exponential distribution is one of the most important elementary distributions.
A basic introduction to the concept
The main and unique characteristic of the exponential distribution is that the conditional probabilities satisfy P(X > x + s | X > x) = P(X > s) for all x, s ≥ 0.
Formal definition
Let X be a real, positive stochastic variable with probability density function
for x ≥ 0. Then X follows the exponential distribution with parameter .
