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A random variable follows an exponential distribution with parameter λ (λ > 0) if it has the following density:
This distribution is often used to model waiting times between events. Imagine you are given i.i.d. data X = (x1,...,xm) where each xi is modelled as being drawn from an exponential distribution with parameter λ
Question: what is the log-probability of X given λ? (log-probability = )