Exponential Distribution

Notation:

$X \sim exp(\lambda)$

Probability Density Function:

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

where:

Mean:

$\mathrm{E}[X]=\mu=\frac{1}{\lambda}$

Variance:

$\mathrm{Var}[X]=\sigma^2=\frac{1}{\lambda^2}$

References:

  1. Exponential Distribution - Wikipedia
  2. Exponential Distribution - Wolfram MathWorld