NuMFor 6161170 (2025-12-22)
Numerical (Modern) Fortran. Library for Simple Numerical computing
exponential
Random distributions

Exponential random distribution The exponential probability distribution located at $x_{0}$ and mean $\mu$, is given by. More...

Data Types

interface  ran_exponential_pdf
 This function computes the probability density p(x) at x for an exponential distribution. More...
interface  random_exponential
 Fills a scalar or array with random numbers following an exponential distribution. More...

Detailed Description

Exponential random distribution The exponential probability distribution located at $x_{0}$ and mean $\mu$, is given by.

\[ p(x) dx = {1 \over \mu} \exp(-x/\mu) dx \quad, \qquad x \ge 0 \]