Exponential distributions

The random variable x is said to have an exponential distribution with a rate of distribution of λ if its probability density function is defined as follows:

Here, the rate of distribution λ needs to be greater than 0. We can also compute the expectation of X as this:

We see that the expectation of X is inversely proportional to the rate of learning. This means that an exponential distribution with a higher rate of learning would have a lower expectation. The exponential distribution is often used to model problems ...

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