(New page: Cumulative Density Function (CDF) * FX(x) = P(X <= x) = integral(-inf to inf) fX(y) dy * 1 - FX(x) = P(X > x)) |
|||
| Line 2: | Line 2: | ||
* FX(x) = P(X <= x) = integral(-inf to inf) fX(y) dy | * FX(x) = P(X <= x) = integral(-inf to inf) fX(y) dy | ||
* 1 - FX(x) = P(X > x) | * 1 - FX(x) = P(X > x) | ||
| + | |||
| + | |||
| + | Exponential RV | ||
| + | |||
| + | PDF: f<sub>X</sub>(x) = <math>\lambda</math>*e^(-<math>\lambda</math>*x) x >= 0 , f<sub>X</sub>(x) = 0 else | ||
| + | |||
| + | CDF: F<sub>X</sub>(x) = 1-e^(-<math>\lambda</math>*x) | ||
Revision as of 15:50, 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)
