지수확률변수,exponential_RV

Exponential Random Variable

$\displaystyle S_X=[0,\infty)$

$\displaystyle f_X(x)=\lambda e^{-\lambda x}$
$\displaystyle x\ge 0$ and $\displaystyle \lambda>0$

$\displaystyle E[X]=\frac1{\lambda}$

$\displaystyle V[X]=\frac1{\lambda^2}$

exponential RVmemoryless_property를 갖는 유일한 continuous RV이다.



Source: Leon-Garcia Table 4.1 (Continuous RVs)
Up: 연속확률변수,continuous_RV