Pseudorandom Number Generator – Exponential Distribution

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 … Read more

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