Exponential Probability Density Function

An Exponential Probability Density Function is a continuous probability function that is an exponential function.

• Context:
  • It can (typically) be a member of an Exponential Probability Distribution Family.
  • …
• Example(s):
  • a Gaussian Distribution.
  • a Logistic Density Function.
  • …
• Counter-Example(s):
  • a Poisson Probability Function.
• See: Gamma Function, Exponential Prior, Conjugate Distribution.

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References

2006

• (Dubnicka, 2006g) ⇒ Suzanne R. Dubnicka. (2006). “Special Continuous Distributions - Handout 7." Kansas State University, Introduction to Probability and Statistics I, STAT 510 - Fall 2006.
  • TERMINOLOGY : A random variable X is said to have an exponential distribution with parameter > 0 if its pdf is given by fX(x) =
    • (e− x, x > 0
    • 0, otherwise.

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