.DESLib.RandomLib.Variates.Continuous.Exponential

Information

Exponential

Exponential probability distribution function.

Syntax

Exponential(g,beta)

Description

Generates a random variate following the Exponential probability distribution of mean beta.

The pseudo-code algorithm used for this distribution is:

1. Generate u as U(0,1)
2. Return x = -beta * ln(1-u)

Examples

(u,g) := Exponential(g,0.4);

Interface

function Exponential
  extends Var;
end Exponential;