Generate data sampled from an exponential distribution :
In[]:=
=ExponentialDistribution[1];​​data=RandomVariate[,1000];
Find the best distribution from the data :
In[]:=
estimated=FindDistribution[data]
Out[]=
ExponentialDistribution[0.987556]
Compare the PDFs for the original and estimated distributions :
In[]:=
Plot[{PDF[,x],PDF[estimated,x]},{x,0,10},PlotLegends->{"","e"}]
Out[]=
2
4
6
8
10
0.1
0.2
0.3
0.4

e