Difference between revisions of "Exponential distribution"

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(Properties)
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=Properties=
 
=Properties=
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{{:Expected value of exponential distribution}}
<strong>Theorem:</strong> Let $X$ have the [[exponential distribution]] on $\mathbb{T}$. Then,
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{{:Variance of exponential distribution}}
$$\mathrm{E}_{\mathbb{T}}(X)=\dfrac{1}{\lambda}.$$
 
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<strong>Proof:</strong> █
 
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<strong>Theorem:</strong> Let $X$ have the [[exponential distribution]] on $\mathbb{T}$. Then,
 
$$\mathrm{Var}_{\mathbb{T}}(X)=\dfrac{1}{\lambda^2}.$$
 
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<strong>Proof:</strong> █
 
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=References=
 
=References=

Revision as of 22:03, 14 April 2015

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

Theorem

If $X$ is a random variable with the exponential distribution with parameter $\lambda$, then $$\mathrm{E}_{\mathbb{T}}(X)=\dfrac{1}{\lambda}.$$

Proof

References

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

References

[1]

Probability distributions

Uniform distributionExponential distributionGamma distribution