TRngStream.RandomExponential Method

void RandomExponential(TMtxVec Dst, Double a, Double mu)

Generates an array of samples distributed by Exponential distribution.

#NameTypeDescription
1DstTMtxVecsource TVec or TMtx
2aDoublescalar
3muDoublescalar

Result: stored in self (calling object)

Remarks:

Returns random numbers distributed according to the Exponential probability density function (PDF) similar to as defined here Dew.Math.Units.Probabilities.ExpPDF. The number of samples generated is defined with the Dst.Length parameter. The result is an array which can be accessed via Dst.Values property. The probability density function is defined as:

f(x) = 1/muexp(-(x-a)/mu), x >= a f(x) = 0, x < a