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  2. Exponential distribution - Wikipedia

    en.wikipedia.org/wiki/Exponential_distribution

    In probability theory and statistics, the exponential distribution or negative exponential distribution is the probability distribution of the distance between events in a Poisson point process, i.e., a process in which events occur continuously and independently at a constant average rate; the distance parameter could be any meaningful mono-dimensional measure of the process, such as time ...

  3. Expected value - Wikipedia

    en.wikipedia.org/wiki/Expected_value

    The mass of probability distribution is balanced at the expected value, here a Beta(α,β) distribution with expected value α/(α+β). In classical mechanics, the center of mass is an analogous concept to expectation. For example, suppose X is a discrete random variable with values x i and corresponding probabilities p i.

  4. Probability distribution - Wikipedia

    en.wikipedia.org/wiki/Probability_distribution

    Figure 1: The left graph shows a probability density function. The right graph shows the cumulative distribution function. The value at a in the cumulative distribution equals the area under the probability density curve up to the point a. Absolutely continuous probability distributions can be described in several ways.

  5. Survival function - Wikipedia

    en.wikipedia.org/wiki/Survival_function

    In this example, a curve representing the exponential distribution overlays the distribution of AC failure times; the exponential distribution approximates the distribution of AC failure times. This particular exponential curve is specified by the parameter lambda, λ: λ = 1/(mean time between failures) = 1/59.6 = 0.0168.

  6. Exponential family - Wikipedia

    en.wikipedia.org/wiki/Exponential_family

    In probability and statistics, an exponential family is a parametric set of probability distributions of a certain form, specified below. This special form is chosen for mathematical convenience, including the enabling of the user to calculate expectations, covariances using differentiation based on some useful algebraic properties, as well as for generality, as exponential families are in a ...

  7. Relationships among probability distributions - Wikipedia

    en.wikipedia.org/wiki/Relationships_among...

    When one or more parameter(s) of a distribution are random variables, the compound distribution is the marginal distribution of the variable. Examples: If X | N is a binomial (N,p) random variable, where parameter N is a random variable with negative-binomial (m, r) distribution, then X is distributed as a negative-binomial (m, r/(p + qr)).

  8. Geometric distribution - Wikipedia

    en.wikipedia.org/wiki/Geometric_distribution

    If p = 1/n and X is geometrically distributed with parameter p, then the distribution of X/n approaches an exponential distribution with expected value 1 as n → ∞, since (/ >) = (>) = = = [()] [] =. More generally, if p = λ/n, where λ is a parameter, then as n→ ∞ the distribution of X/n approaches an exponential distribution with rate ...

  9. Gamma distribution - Wikipedia

    en.wikipedia.org/wiki/Gamma_distribution

    In probability theory and statistics, the gamma distribution is a versatile two-parameter family of continuous probability distributions. [1] The exponential distribution, Erlang distribution, and chi-squared distribution are special cases of the gamma distribution. [2] There are two equivalent parameterizations in common use: