Generates a pseudorandom number from a standard exponential
distribution.
Namespace:
Imsl.Stat
Assembly:
ImslCS (in ImslCS.dll) Version: 6.5.0.0
Syntax
| C# |
|---|
public virtual double NextExponential() |
| Visual Basic (Declaration) |
|---|
Public Overridable Function NextExponential As Double |
| Visual C++ |
|---|
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.
