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Exponential distribution

Probability distribution / From Wikipedia, the free encyclopedia

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In probability theory and statistics, the exponential distribution or negative exponential distribution is the probability distribution of the time between events in a Poisson point process, i.e., a process in which events occur continuously and independently at a constant average rate. It is a particular case of the gamma distribution. It is the continuous analogue of the geometric distribution, and it has the key property of being memoryless. In addition to being used for the analysis of Poisson point processes it is found in various other contexts.

Quick facts: Parameters, Support, PDF, CDF, Quantile...
Exponential
Probability density function
plot of the probability density function of the exponential distribution
Cumulative distribution function
Cumulative distribution function
Parameters rate, or inverse scale
Support
PDF
CDF
Quantile
Mean
Median
Mode
Variance
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Ex. kurtosis
Entropy
MGF
CF
Fisher information
Kullback–Leibler divergence
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The exponential distribution is not the same as the class of exponential families of distributions. This is a large class of probability distributions that includes the exponential distribution as one of its members, but also includes many other distributions, like the normal, binomial, gamma, and Poisson distributions.