Exponential distribution (Engelsk)
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Definition
Distribution of waiting time, distribution of the time between (rare) events.
A continuous distribution for a random variable taking positive values, with frequency function:
It has mean 1/ λ and variance 1/ λ2 .
This distribution is a special case of the gamma distribution.
It has MGF M ( θ) = [λ/λ− θ] .
A continuous distribution for a random variable taking positive values, with frequency function:
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This distribution is a special case of the gamma distribution.
It has MGF M ( θ) = [λ/λ− θ] .
Relations
- bredere:
- (en) Gamma distribution
- referencer:
- (en) MGF
- reference:
- (en) Poisson process
Støttet af: