## Exponential Distribution

A continuous random variable $X$ is said to have an exponential distribution with parameter $\theta$ if its p.d.f. is given by $$\begin{equation*} f(x)=\left\{ \begin{array}{ll} \theta e^{-\theta x}, & \hbox{x\geq 0;\theta>0;} \\ 0, & \hbox{Otherwise.} \end{array} \right. \end{equation*}$$

## Distribution Function of Exponential Distribution

The distribution function of an exponential random variable is

## Mean of Exponential Distribution

The mean of an exponential random variable is

## Variance of Exponential Distribution

The variance of an exponential random variable is