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∫
µ = ∞ tf (t) dt
∫−∞
= ∞ tce−ct dx
0
Σ Σ ∞
−ct ∞ ∫= −te−ct +
0
0
Σ Σ
−ct ∞
= 0 + e− edx (I. by parts)
c 0
1
= ,
c
hence µ = 1/c. So we can rewrite the density function like this:
.
0 if t < 0,
f (x) = 1 e−t/µ if t ≥ 0,
µ