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What is the cumulative distribution function (CDF) of the exponential distribution?

User Romeara
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Final answer:

The CDF of an exponential distribution is P(X ≤ x) = 1 - e-mx, where 'm' is the decay parameter. It provides the cumulative probability that a random variable X is less than or equal to x.

Step-by-step explanation:

The Cumulative Distribution Function (CDF) of an exponential distribution for a random variable X, notated as X~Exp(m), is the function that gives the probability that X is less than or equal to a certain value x. For the exponential distribution, the CDF is defined mathematically as:

P(X ≤ x) = 1 - e-mx

where 'm' is the decay parameter, x is the value for which we want to find the cumulative probability, and e is the base of the natural logarithm. For an exponential distribution with a decay parameter of 0.5, the CDF would be:

P(X < x) = 1 - e-(0.5)x

Using the CDF, we can also calculate the complementary probability, which is P(X > x), by subtracting the CDF from 1:

P(X > x) = 1 - P(X ≤ x)

The exponential distribution is also characterized by the memoryless property, meaning that the remaining waiting time until an event occurs is independent of how much time has already passed.

User Barry Wark
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