RANEXP Function

Returns a random variate from an exponential distribution

Category: Random Number

Tip: If you want to change the seed value during execution, you must use the CALL RANEXP routine instead of the RANEXP function.

Syntax

RANEXP ( seed )

Arguments

seed

• is an integer. If seed ‰ 0, the time of day is used to initialize the seed stream.

• Range: seed < 2 ³¹ -1

• See: 'Seed Values' on page 257 for more information about seed values

Details

The RANEXP function returns a variate that is generated from an exponential distribution with parameter 1. An inverse transform method applied to a RANUNI uniform variate is used.

An exponential variate X with parameter LAMBDA can be generated:

 x=ranexp(seed)/lambda; 

An extreme value variate X with location parameter ALPHA and scale parameter BETA can be generated:

 x=alpha-beta*log(ranexp(seed)); 

A geometric variate X with parameter P can be generated as follows :

 x=floor(-ranexp(seed)/log(1-p)); 

Comparisons

The CALL RANEXP routine, an alternative to the RANEXP function, gives greater control of the seed and random number streams.

See Also

Call routine:

• 'CALL RANEXP Routine' on page 370