TRngStream.RandomExponential Method

Summary

Generates an array of samples distributed by Exponential distribution.

Declaration

Procedure RandomExponential(Dst: TMtxVec; a, mu: TSample);

Description

Returns random numbers distributed according to the Exponential probability density function (PDF) similar to as defined here ExpPDF. The number of samples generated is defined with the Dst.Length parameter. The result is an array which can be accessed via Dst.Values property. The probability density function is defined as:


                  1           (x-a)
        f(x) = ------  exp( - ---- )  , x >= a
                mu            mu

        f(x) =  0,  x < a