| Line 6: | Line 6: | ||
Exponential RV | Exponential RV | ||
| − | PDF: f<sub>X</sub>(x) = <math>\lambda | + | PDF: f<sub>X</sub>(x) = <math>\lambda*e^{-\lambda*x}</math>, x >= 0 ; f<sub>X</sub>(x) = 0 , else |
| − | CDF: F<sub>X</sub>(x) = 1-e^ | + | CDF: F<sub>X</sub>(x) = <math>1-e^{-\lambda*x}</math> |
Revision as of 16:57, 19 October 2008
Cumulative Density Function (CDF)
- FX(x) = P(X <= x) = integral(-inf to inf) fX(y) dy
- 1 - FX(x) = P(X > x)
Exponential RV
PDF: fX(x) = $ \lambda*e^{-\lambda*x} $, x >= 0 ; fX(x) = 0 , else
CDF: FX(x) = $ 1-e^{-\lambda*x} $
