 Laplace transform of an exponential distribution

ID: laplace-transform-of-an-exponential-distribution

Codex  0 Created 2026-10-03 Updated 2026-10-07

X \sim Exp (λ)

, then direct integration gives

E [e^{- s X}] = \frac{λ}{λ + s}, Re s > - λ .

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