randomExponential¶
Generates pseudorandom numbers from a standard exponential distribution.
Synopsis¶
randomExponential (nRandom)
Required Arguments¶
- int
nRandom
(Input) - Number of random numbers to generate.
Return Value¶
An array of length nRandom
containing the random standard exponential
deviates.
Description¶
Function randomExponential
generates pseudorandom numbers from a standard
exponential distribution. The probability density function is
\(f(x)=e^{-x}\), for \(x>0\). Function randomExponential
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 θ can be generated by
using randomExponential
and then multiplying each entry in r
by θ.
Example¶
In this example, randomExponential
is used to generate five pseudorandom
deviates from a standard exponential distribution.
from __future__ import print_function
from numpy import *
from pyimsl.math.randomExponential import randomExponential
from pyimsl.math.randomSeedSet import randomSeedSet
randomSeedSet(123457)
r = randomExponential(5)
print("Exponential random deviates: %8.4f%8.4f%8.4f%8.4f%8.4f"
% (r[0], r[1], r[2], r[3], r[4]))
Output¶
Exponential random deviates: 0.0344 1.3443 0.2662 0.5633 0.1686