ExpDev

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Calculates deviates from the standard Exponential probability density function


Syntax

Result = StdExpDev( NewDimensions)


Return Value

StdExpDev returns random deviates drawn from the standard exponential probability function with dimensions NewDimensions. Randomisation depends on the method settings of the function SetRandom().


Parameters

NewDimensions |structure or matrix with integer values giving the dimensions of the result

Explanation

The exponential probability density function is


with mean of α and β variance of β2 and α=0

The cumulative exponential probability density function is

The exponential deviate is the inverse of F(x) : F-1(p) where p is the probability density and 0=p=1

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The standard exponential probability density function has α=0 and β=1.

To simulate drawings from the generalized exponential normal probability function a simple transformation is sufficient:

Example

 
A= expdev (4,5)
 
expdev(4,5)