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NAG[g05dbc] NAG[nag_random_exp] - Pseudo-random real numbers, (negative) exponential distribution
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Calling Sequence
g05dbc(a)
nag_random_exp(. . .)
Parameters
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a - float;
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On entry: the argument  of the distribution. If a is negative, its absolute value is used.
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Description
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Purpose
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nag_random_exp (g05dbc) returns a pseudo-random real number taken from a (negative) exponential distribution with mean  .
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Description
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The distribution has PDF (probability density function)
![[[f(x)=1/ae^(-x/a), x>0],[f(x)=0 ]]](/support/helpjp/helpview.aspx?si=9903/file08472/math44.png)
The function returns the value  , where  is a pseudo-random number from a uniform distribution over (0,1), generated by g05cac (nag_random_continuous_uniform).
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Error Indicators and Warnings
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Examples
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>
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a := 2:
NAG:-g05cbc(0):
NAG:-g05dbc(a);
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Download Help Document
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