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Statistics

Memoryless Property of exponential and geometric distribution 지수분포와 기하분포의 무기억성

by jangpiano 2020. 7. 14.
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Memoryless Property

: Probability of something happen in the future is irrelevent to the past

Typically, exponential distribution & geometric distribution have memoryless property.

exponential distribution can be interpreted as a continuous case of the geometric distribution, so both have the property.

 

 

 

 

 

 

 

Conditional Probability

 

 

P( A happens given the fact that B happens)= P( Both A and B happen)/ P( B happens)


 

 

PDF and CDF of the exponential distribution

 

 

 

Memoryless Property of Exponential Distribution

 

 


PDF and CDF of geometric distribution

 

 

 

 

 

Memoryless Property of Geometric Distribution 

 

 

 

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