Exponential random number generation
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hi,
How to generate the exponential random numbers from uniform random number generator?
thx
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the cyclist
2012-1-27
lambda = 2;
x = -log(rand(1,1000000)/lambda)
x will be exponentially distributed. See, for example, http://en.wikipedia.org/wiki/Exponential_distribution#Generating_exponential_variates
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King Fisher
2012-1-27
King Fisher
2012-1-27
James Tursa
2012-1-27
Theoretically, one can invert the Cumulative Distribution Function and then plug uniform random numbers into that. Inverting the CDF is not always easy to accomplish, however.
the cyclist
2012-1-27
+1 to what James just wrote. If you search "generate random variate", you will find plenty to read. The book (remember those?) "Numerical Recipes" has a digestible discussion of the topic.
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2012-1-27
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