Exponential random number generation

hi,
How to generate the exponential random numbers from uniform random number generator?
thx

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the cyclist
the cyclist 2012 年 1 月 27 日

1 投票

lambda = 2;
x = -log(rand(1,1000000)/lambda)

4 件のコメント

King Fisher
King Fisher 2012 年 1 月 27 日
thx cyclist !
King Fisher
King Fisher 2012 年 1 月 27 日
But is there no general way, to generate any desired distributed random numbers by knowing its psd and uniform random number generator?
James Tursa
James Tursa 2012 年 1 月 27 日
Theoretically, one can invert the Cumulative Distribution Function and then plug uniform random numbers into that. Inverting the CDF is not always easy to accomplish, however.
the cyclist
the cyclist 2012 年 1 月 27 日
+1 to what James just wrote. If you search "generate random variate", you will find plenty to read. The book (remember those?) "Numerical Recipes" has a digestible discussion of the topic.

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