Median of Exponential Distribution

Theorem
Let $X$ be a continuous random variable of the exponential distribution with parameter $\beta$ for some $\beta \in \R_{> 0}$.

Then the median of $X$ is equal to $\beta \ln 2$.

Proof
Let $M$ be the median of $X$.

From the definition of the exponential distribution, $X$ has probability density function:


 * $\map {f_X} x = \dfrac 1 \beta e^{-\frac x \beta}$

Note that $f_X$ is non-zero, so the median is unique.

We have by the definition of a median:


 * $\displaystyle \map \Pr {X < M} = \frac 1 \beta \int_0^M e^{-\frac x \beta} \rd x = \frac 1 2$

Evaluating this integral:

So:


 * $1 - e^{-\frac M \beta} = \dfrac 1 2$

Then:


 * $e^{-\frac M \beta} = \dfrac 1 2$

giving:


 * $-\dfrac M \beta = \map \ln {\dfrac 1 2}$

So, by Logarithm of Reciprocal:


 * $M = \beta \ln 2$