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RandomNextExponential Method
Generates a pseudorandom number from a standard exponential distribution.

Namespace: Imsl.Stat
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntax
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public virtual double NextExponential()

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.

See Also