EL ENG 126 Lecture Notes - Lecture 4: Exponential Distribution, Exponential Growth, Random Variable
14 Dec 2017
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Document Summary
The exponential random variable is an analogue to the discrete geometric ran- dom variable. The memoryless property can be formally stated as. The exponential process is used to model many di erent scenarios. Suppose you are in a post o ce, there are two people being served in front of you, and the time it takes to serve them. You show up, and want to nd the probability that you are the last person to leave the post o ce. One person will be served rst, and after that the other person will be being served as you start being served. Be- cause the distribution is memoryless, the other person"s serving time will have the same distribution as your serving time. The expected value of the exponential distribution is. The above equivalency can be found by integration by parts, letting du = e x v = x.
