The exponential distribution has PDF (probability density function):
nag_rand_exp (g05sfc) returns the values
where
${y}_{i}$ are the next
$n$ numbers generated by a uniform
$\left(0,1\right]$ generator.
One of the initialization functions
nag_rand_init_repeatable (g05kfc) (for a repeatable sequence if computed sequentially) or
nag_rand_init_nonrepeatable (g05kgc) (for a non-repeatable sequence) must be called prior to the first call to
nag_rand_exp (g05sfc).
Not applicable.
Please consult the
x06 Chapter Introduction for information on how to control and interrogate the OpenMP environment used within this function. Please also consult the
Users' Note for your implementation for any additional implementation-specific information.
None.
This example prints five pseudorandom numbers from an exponential distribution with mean
$1.0$, generated by a single call to
nag_rand_exp (g05sfc), after initialization by
nag_rand_init_repeatable (g05kfc).
None.