Let $T \in \text{Exp}(\theta)$ be an D214: Exponential random positive real number such that
Let $\ell$ be the D5645: Real Lebesgue measure.
Let $t \in \mathbb{R}$ be a D993: Real number.
(i) | $\mu_T$ is a D204: Probability distribution measure for $T$ |
Let $t \in \mathbb{R}$ be a D993: Real number.
Then
\begin{equation}
\frac{d \mu_T}{d \ell} (t)
=
\theta e^{- \theta t} I_{[0, \infty)} (t)
\end{equation}