FreeMat
RANDEXP Generate Exponential Random Variable

Section: Random Number Generation

Usage

Generates a vector of exponential random variables with the specified parameter. The general syntax for its use is

   y = randexp(lambda)

where lambda is a vector containing the parameters for the generated random variables.

Internals

The exponential random variable is usually associated with the waiting time between events in a Poisson random process. The PDF of an exponential random variable is:

\[ f(x) = \lambda e^{-\lambda x} \]

Example

Here is an example of using the randexp function to generate some exponentially distributed random variables

--> randexp(ones(1,6))

ans = 
    0.7969    0.2401    0.5891    1.5129    0.9998    2.7738