Generates a pseudorandom number from a standard exponential distribution.
public virtual double NextExponential();
Return Value
A double which specifies a pseudorandom number from a standard exponential distribution.
Remarks
The probability density function is 
; for 
.
NextExponential uses an antithetic inverse CDF technique; that is, a uniform random deviate U is generated and the inverse of the exponential cumulative distribution function is evaluated at 1.0 - U to yield the exponential deviate.
Deviates from the exponential distribution with mean THETA can be generated by using NextExponential and then multiplying the result by THETA.
See Also
Random Class | Imsl.Stat Namespace | Example