Generate random number from a two-parameter exponential distribution
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Hello everybody,
I am looking for a way to easily generate random numbers from a two-parameter exponential distribution. The probability density function is: . I am aware of expand() but it does not seem to include the two-parameter distribution.
Do you have any idea how I could achieve that?
Thank you very much.
Alexis
4 件のコメント
Torsten
2019 年 3 月 21 日
What is the support of f ?
I ask because if support(f) = IR+, f is only a probability density function if gamma = 0.
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Torsten
2019 年 3 月 21 日
gam = ...;
lambda = ...;
n = 100;
x = gam - log(1-rand(n,1))/lambda
give you 100 random numbers distributed according to your two-parameter distribution.
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