Variance of exponential distribution

From timescalewiki
Jump to: navigation, search

Theorem

If $X$ with a random variable with the exponential distribution with parameter $\lambda$, then, $$\mathrm{Var}_{\mathbb{T}}(X)=\dfrac{1}{\lambda^2},$$ where $\mathrm{Var}$ denotes variance.

Proof

References