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Probability: Difference between revisions
→Exponential Distribution
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===Exponential Distribution=== | ===Exponential Distribution=== | ||
* <math>\operatorname{Exp}(\lambda)</math> is equivalent to <math>\Gamma(1, 1/\lambda)</math> | |||
** Note that some conventions flip the second parameter of gamma, so it would be <math>\Gamma(1, \lambda)</math> | |||
* If <math>\epsilon_1, ..., \epsilon_n</math> are exponential distributions then <math>\min\{\epsilon_i\} \sim \exp(\sum \lambda_i)</math> | * If <math>\epsilon_1, ..., \epsilon_n</math> are exponential distributions then <math>\min\{\epsilon_i\} \sim \exp(\sum \lambda_i)</math> | ||
* Note that the maximum is not exponentially distributed | * Note that the maximum is not exponentially distributed | ||