Statistics.Distributions.Exponential

Exponential distribution.

lambda is the rate parameter and must be greater than zero.

Summary

cdf(x)

The cumulative density function

cdf(x, lambda)
pdf(x)

The probability density function

pdf(x, lambda)
ppf(x)

The percentile-point function

ppf(x, lambda)
rand(lambda)

Draw a random number from the distribution with specified lambda

Functions

cdf(x)

The cumulative density function

Examples

iex> Statistics.Distributions.Exponential.cdf(1, 1)
0.6321205588285577
cdf(x, lambda)
pdf(x)

The probability density function

Examples

iex> Statistics.Distributions.Exponential.pdf(1, 1)
0.36787944117144233
pdf(x, lambda)
ppf(x)

The percentile-point function

Examples

iex> Statistics.Distributions.Exponential.ppf(0.1)
0.10536051565782628
ppf(x, lambda)
rand(lambda)

Draw a random number from the distribution with specified lambda

Uses the rejection sampling method

Examples

iex> Statistics.Distributions.Exponential.rand(1)
0.145709384787