1. The problem statement, all variables and given/known data Suppose that X has an exponential distribution with mean μ. Find the probability that x lies within one standard deviation of its mean, that is find P(μ-σ≤X≤μ+σ) 2. Relevant equations 3. The attempt at a solution If I'm not mistaken the standard deviation is equal to the mean of an exponential distribution so isn't the answer just zero or am I missing something important here?