| Example 4.0.31 |
(Uniform distribution on  )On  , define  as follows : |
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| where |
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| Then is a probability measure and is called the uniform distribution on . The distribution function is given by |
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| Example 4.0.32 |
(Exponential distribution with parameter  ) On define as follows : |
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Then is a probability measure and is called the exponential distribution with parameter  . The distribution function is given by |
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