지수확률변수,exponential

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'''Exponential Random Variable'''

$S_X=[0,\infty)$

$f_X(x)=\lambda e^{-\lambda x}$

$x\~~ge0~~$ and $\lambda>0$

$x\ge 0$ and $\lambda>0$

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

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

exponential RV는 memoryless property를 갖는 유일한 continuous RV이다.

'''exponential RV'''는 [[memoryless_property]]를 갖는 유일한 continuous RV이다.

Related: [[VG:지수분포,exponential_distribution]]

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Source: Leon-Garcia Table 4.1 (Continuous RVs)
Up: [[연속확률변수,continuous_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 RV는 memoryless_property를 갖는 유일한 continuous RV이다.

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