Exponential distribution

From timescalewiki
Jump to: navigation, search

Let $\mathbb{T}$ be a time scale. Let $\lambda > 0$ and $\ominus \lambda$ be positively $\mu$-regressive constant functions and let $t \in \mathbb{T}$. The exponential distribution is given by the probability density function $$f(t) = \left\{ \begin{array}{ll} -(\ominus \lambda)(t) e_{\ominus \lambda}(t,0) &; t \geq 0 \\ 0 &; t<0. \end{array} \right.$$

Properties[edit]

Theorem: Let $X$ have the exponential distribution on $\mathbb{T}$. Then, $$\mathrm{E}_{\mathbb{T}}(X)=\dfrac{1}{\lambda}.$$

Proof:

Theorem: Let $X$ have the exponential distribution on $\mathbb{T}$. Then, $$\mathrm{Var}_{\mathbb{T}}(X)=\dfrac{1}{\lambda^2}.$$

Proof:

References[edit]

[1]

Probability distributions

Uniform distributionExponential distributionGamma distribution