Models the waiting time between events in a Poisson process. It has a unique "memoryless" property: the probability of an event in the next moment is always the same, regardless of how long you've already been waiting.

Key insight Memoryless: P(X > s + t | X > s) = P(X > t). The only continuous memoryless distribution.

Real-world examples

Time between phone calls Component lifetimes Time until next bus Radioactive decay