GNU Scientific Library – Reference Manual: The Exponential Distribution

Next: The Laplace Distribution, Previous: The Bivariate Gaussian Distribution, Up: Random Number Distributions [Index]

### 20.5 The Exponential Distribution

Function: double gsl_ran_exponential (const gsl_rng * r, double mu)

  This function returns a random variate from the exponential distribution with mean mu. The distribution is, for x >= 0.

Function: double gsl_ran_exponential_pdf (double x, double mu)

  This function computes the probability density p(x) at x for an exponential distribution with mean mu, using the formula given above.

Function: double gsl_cdf_exponential_P (double x, double mu)
Function: double gsl_cdf_exponential_Q (double x, double mu)
Function: double gsl_cdf_exponential_Pinv (double P, double mu)
Function: double gsl_cdf_exponential_Qinv (double Q, double mu)

  These functions compute the cumulative distribution functions P(x), Q(x) and their inverses for the exponential distribution with mean mu.