probdist/distributions/exponential.js

Probability Distributions

var distribution = require('../helpers/distribution');

module.exports = function(lambda) {
	return distribution({
		pdf: function(x) {
				return x >= 0 ?
				lambda * Math.exp(-lambda * x) :
				0;
		},
		
		mean: 1 / lambda,
		
		variance: 1 / (lambda * lambda)
	});
};