Generate random number from a two-parameter exponential distribution

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Alexis Stevenson 2019-3-21

编辑： Alexis Stevenson 2019-3-21

Hello everybody,

I am looking for a way to easily generate random numbers from a two-parameter exponential distribution. The probability density function is:

. I am aware of expand() but it does not seem to include the two-parameter distribution.

Do you have any idea how I could achieve that?

Thank you very much.

Alexis

Torsten 2019-3-21

What is the support of f ?

I ask because if support(f) = IR+, f is only a probability density function if gamma = 0.

Torsten 2019-3-21

gam = ...;
lambda = ...;
n = 100;
x = gam - log(1-rand(n,1))/lambda

give you 100 random numbers distributed according to your two-parameter distribution.

编辑：Alexis Stevenson 2019-3-21

Oh yes thank you so much !

I just realized the cdf was

and I had to invert it.

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