udexp function

UNU.RAN object for Exponential distribution

Create UNU.RAN object for an Exponential distribution with rate rate (i.e., mean 1/rate).

[Distribution] -- Exponential.

udexp(rate=1, lb=0, ub=Inf)

Arguments

• rate: (strictly positive) rate parameter.
• lb: lower bound of (truncated) distribution.
• ub: upper bound of (truncated) distribution.

Details

The Exponential distribution with rate $\lambda$ has density

for $x \ge 0$.

The domain of the distribution can be truncated to the interval (lb,ub).

Returns

An object of class "unuran.cont".

See Also

unuran.cont.

References

N.L. Johnson, S. Kotz, and N. Balakrishnan (1994): Continuous Univariate Distributions, Volume 1. 2nd edition, John Wiley & Sons, Inc., New York. Chap. 19, p. 494.

Author(s)

Josef Leydold and Wolfgang H"ormann unuran@statmath.wu.ac.at .

Examples

## Create distribution object for standard exponential distribution
distr <- udexp()
## Generate generator object; use method PINV (inversion)
gen <- pinvd.new(distr)
## Draw a sample of size 100
x <- ur(gen,100)