Revision as of 15:57, 19 October 2008 by Obrienam (Talk)

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} $

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