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2.4.1 Exponential Distribution     continued...

Later we will learn that we can associate the standard deviation with a sort of expected deviation from the mean, meaning that for the exponential distribution, one would expect most samples x to fall within of , even though the actual range of samples x is infinite. One can see this by computing the probability that a sample from the exponential distribution falls within of the mean

Hence 83% of the samples from the exponential distribution can be expected to fall within a half of a standard deviation of the mean, although some of the samples will be far from the mean, since .

Figure 6: Exponential pdf.