Rappel sur la loi exponentielle

> lambda:= 'lambda':

> lambda*exp(-lambda*t); a:= unapply(%,t);

lambda*exp(-lambda*t)

a := proc (t) options operator, arrow; lambda*exp(-...

Masse totale=1

> Int(a(t),t=0..infinity);
xplif(%,[lambda,positive]);

Int(lambda*exp(-lambda*t),t = 0 .. infinity)

1

Espérance

> Int(t*a(t),t=0..infinity); xplif(%,[lambda,positive]);

Int(t*lambda*exp(-lambda*t),t = 0 .. infinity)

1/lambda

Variance

> Int(t^2*a(t),t=0..infinity); xplif(%,[lambda,positive]);
%-1/lambda^2;

Int(t^2*lambda*exp(-lambda*t),t = 0 .. infinity)

2*1/(lambda^2)

1/(lambda^2)