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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. List of probability distributions - Wikipedia

    en.wikipedia.org/wiki/List_of_probability...

    The exponential distribution, which describes the time between consecutive rare random events in a process with no memory. The exponential-logarithmic distribution; The F-distribution, which is the distribution of the ratio of two (normalized) chi-squared-distributed random variables, used in the analysis of variance.

  4. Relationships among probability distributions - Wikipedia

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

    If X 1 and X 2 are independent exponential random variables with rate μ 1 and μ 2 respectively, then min(X 1, X 2) is an exponential random variable with rate μ = μ 1 + μ 2. Similarly, distributions for which the maximum value of several independent random variables is a member of the same family of distribution include: Bernoulli ...

  5. Exponentially modified Gaussian distribution - Wikipedia

    en.wikipedia.org/wiki/Exponentially_modified...

    In probability theory, an exponentially modified Gaussian distribution (EMG, also known as exGaussian distribution) describes the sum of independent normal and exponential random variables. An exGaussian random variable Z may be expressed as Z = X + Y, where X and Y are independent, X is Gaussian with mean μ and variance σ 2, and Y is ...

  6. Distribution of the product of two random variables - Wikipedia

    en.wikipedia.org/wiki/Distribution_of_the...

    A more general case of this concerns the distribution of the product of a random variable having a beta distribution with a random variable having a gamma distribution: for some cases where the parameters of the two component distributions are related in a certain way, the result is again a gamma distribution but with a changed shape parameter ...

  7. Erlang distribution - Wikipedia

    en.wikipedia.org/wiki/Erlang_distribution

    The Erlang distribution is the distribution of a sum of independent exponential variables with mean / each. Equivalently, it is the distribution of the time until the kth event of a Poisson process with a rate of . The Erlang and Poisson distributions are complementary, in that while the Poisson distribution counts the events that occur in a ...