Random.NextExponential Method

Generates a pseudorandom number from a standard exponential distribution.

Namespace: Imsl.Stat
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0

Syntax

public virtual double NextExponential()

Public Overridable Function NextExponential As Double

public:
virtual double NextExponential()

abstract NextExponential : unit -> float 
override NextExponential : unit -> float

Return Value

Type: Double
A double which specifies a pseudorandom number from a standard exponential distribution.

Remarks

The probability density function is $f(x) = e^{-x}$ ; for $x \gt 0$ .

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.

Reference

Random Class

Imsl.Stat Namespace

Other Resources

Example