Generate data sampled from an exponential distribution :

𝒟=ExponentialDistribution[1];
data=RandomVariate[𝒟,1000];

Find the best distribution from the data :

estimated𝒟=FindDistribution[data]

Compare the PDFs for the original and estimated distributions :

Plot[{PDF[𝒟, x], PDF[estimated𝒟, x]}, {x, 0, 10}, PlotLegends -> {"𝒟", "e𝒟"}]