ThmDex – An index of mathematical definitions, results, and conjectures.
F11518
Formulation 0
Let $T \in \text{Exp}(1)$ be a D4000: Standard exponential random positive real number.
Let $B \in \mathcal{B}(\mathbb{R})$ be a D5113: Standard real Borel set.
Then \begin{equation} \mathbb{P}(T \in B) = \int_B e^{- t} I_{[0, \infty)}(t) \, d t \end{equation}