Random Processes (AQA A-Level Further Maths): Flashcards

Exponential distribution

Memoryless

$f(x) = \lambda e^{-\lambda x}$, $x > 0$

Rate parameter

$F(x) = 1 - e^{-\lambda x}$, $x > 0$

$E(X) = \frac{1}{\lambda}$

$\text{Var}(X) = \frac{1}{\lambda^2}$

They are equal

Exponential with parameter $\mu$

$x > 0$ (positive values only)