Since you have access to a uniform random number generator, generating a random number distributed with other distribution whose CDF you know is easy using the inversion method.
So, generate a uniform random number u
in [0,1)
range, then calculate x
by:
x = log(1-u)/(-λ)
x = log(1-uniformRand(0, 1))/(-λ)
where λ
is the rate parameter of the exponential distribution. Now, x
is a random number with an exponential distribution. Note that log
above is ln
, the natural logarithm.