지수확률변수,exponential_RV (rev. 1.2)
Exponential Random Variable
$\displaystyle S_X=[0,\infty)$
$\displaystyle f_X(x)=\lambda e^{-\lambda x}$
$\displaystyle V[X]=\frac1{\lambda^2}$
$\displaystyle f_X(x)=\lambda e^{-\lambda x}$
$\displaystyle x\ge0$ and $\displaystyle \lambda>0$
$\displaystyle E[X]=\frac1{\lambda}$$\displaystyle V[X]=\frac1{\lambda^2}$
exponential RV는 memoryless property를 갖는 유일한 continuous RV이다.
