Exponential Distribution Penn State Statistics （指数分布,宾夕法尼亚州立大学的统计数据）.pdfVIP

Exponential Distribution • Definition: Exponential distribution with parameter λ: f (x) = λe−λx x ≥ 0 0 x 0 • The cdf: F (x) = x f (x)dx = 1 − e−λx x ≥ 0 0 x 0 −∞ • Mean E (X ) = 1/λ. • Moment generating function: λ φ(t) = E [etX ] = , t λ