{
  "aliases": null,
  "backlinks": [
    {
      "field": "uses",
      "target": "05TG0SE4HT"
    },
    {
      "field": "uses",
      "target": "06395GBNWD"
    },
    {
      "field": "uses",
      "target": "0ZAZZ34WQS"
    }
  ],
  "body": "\n## Definition\n\nLet $\\lambda \u003e 0$.\nThe exponential distribution with rate $\\lambda$ is the distribution on $\\mathbb{R}$ with the [[probability density function|04YG690N5V]]\n$$f(x) = \\begin{cases} \\lambda e^{-\\lambda x} \u0026 \\text{if } x \\ge 0, \\\\ 0 \u0026 \\text{if } x \u003c 0. \\end{cases}$$\nOne writes $X \\sim \\operatorname{Exp}(\\lambda)$.\n\n## Remarks\n\nThe cumulative distribution function is $F(x) = 1 - e^{-\\lambda x}$ for $x \\ge 0$, so $P(X \u003e x) = e^{-\\lambda x}$.\nThe mean is $1/\\lambda$, the variance is $1/\\lambda^2$ and the median is $\\ln 2 / \\lambda$. Some authors use the scale $\\beta = 1/\\lambda$ as the parameter.\nThe exponential distribution is [[memoryless|0ZAZZ34WQS]]: $P(X \u003e s + t \\mid X \u003e s) = P(X \u003e t)$ for $s, t \\ge 0$.\nIf $X_1, \\dots, X_n$ are independent with $X_i \\sim \\operatorname{Exp}(\\lambda_i)$, then $\\min_i X_i \\sim \\operatorname{Exp}(\\lambda_1 + \\dots + \\lambda_n)$.\n\n## Explanations\n\n### L1 human\n\nThe exponential distribution models the time until something happens when it can happen at any moment with the same intensity.\nExamples are the decay of a radioactive atom and the time until the next call to a help desk.\n",
  "commit": "6ac761d40018146541484a9e8b9eafd6ecc303dc",
  "front": {
    "defines": "0E99F51GVB",
    "kind": "definition",
    "msc": [
      "60E05"
    ],
    "name": "Exponential distribution",
    "sources": [
      {
        "locator": "Probability density function",
        "url": "https://en.wikipedia.org/wiki/Exponential_distribution"
      }
    ],
    "tag": "028Z8WC5Y9",
    "uses": [
      "04YG690N5V"
    ]
  },
  "kind": "definition",
  "link": "https://math2.tamnd.com/node/028Z8WC5Y9/",
  "links": [
    {
      "field": "defines",
      "target": "0E99F51GVB"
    },
    {
      "field": "uses",
      "target": "04YG690N5V"
    }
  ],
  "markdown": "https://math2.tamnd.com/node/028Z8WC5Y9.md",
  "msc": [
    "60E05"
  ],
  "name": "Exponential distribution",
  "prov": null,
  "role": "",
  "source": "https://github.com/tamnd/math2/blob/main/nodes/028/028Z8WC5Y9.md",
  "status": null,
  "tag": "028Z8WC5Y9",
  "uri": "m2://028Z8WC5Y9",
  "url": "https://math2.tamnd.com/wiki/exponential-distribution-definition/",
  "writing": {
    "tag": "028Z8WC5Y9",
    "kind": "definition",
    "level": "W1",
    "next": [
      {
        "what": "edge instance_of in",
        "note": "one example",
        "have": 0,
        "want": 1
      },
      {
        "what": "edge not_instance_of in",
        "note": "one non-example that fails one clause",
        "have": 0,
        "want": 1
      }
    ]
  }
}
