TRngStream::RandomExponential Method

void RandomExponential(TMtxVec *Dst, const double a, const double mu);

Generates an array of samples distributed by Exponential distribution.

#NameTypeDescription
1DstTMtxVec *
2aconst double
3muconst double
Remarks:

Returns random numbers distributed according to the Exponential probability density function (PDF) similar to as defined here 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

Declared in Dew::Math::TRngStream · Dew.Math/RndGenerators.h · Cross-compiler