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MtxVec VCL
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TRngStream.RandomExponential Method
TRngStream Class | TRngStream Members | RndGenerators Namespace | public
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Generates an array of samples distributed by Exponential distribution.

Pascal
procedure RandomExponential(const Dst: TMtxVec; const a: double; const mu: double);
Description

Returns random numbers distributed according to the Exponential probability density function (PDF) similar to as defined here Probabilities.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
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