Module Distributions.Exponential

module Exponential: sig .. end

The exponential distribution.

The probability distribution of the times between events in a Poisson process, in which events occur continuously and independently at a constant average rate.

type t = {

include Distributions.ContinuousDistribution

include Distributions.Features.S

val create : rate:float -> t

Creates exponential distribution. rate must be positive.

val mle : float array -> t

Creates exponential distribution with a MLE of parameters, estimated from given data.