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Numeric.Random.Distribution.Exponential
Portability portable
Stability experimental
Maintainer m.p.donadio@ieee.org
Description

UNTESTED

Module for transforming a list of uniform random variables into a list of exponential random variables.

 f(x) = lambda * exp(-lambda*x) 
 F(x) = 1 - exp(-lambda*x) 
 lambda = 1 / mu 

Reference: Ross

Synopsis
exponential_inv :: Double -> [Double] -> [Double]
Documentation
exponential_inv
:: Double lambda
-> [Double] U
-> [Double] X

Generates a list of exponential random variables from a list of uniforms via the inverse transformation method

 F(x) = 1 - exp(-lambda*x) 
 F^-1(x) = -log(1 - x) / lambda
Produced by Haddock version 0.4