The Exponential Distribution¶
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gsl_ran_exponential(mu)¶
This function returns a random variate from the exponential distribution with mean
mu. The distribution is,\[p(x) dx = {1 \over \mu} \exp(-x/\mu) dx\]for \(x \geq 0\).
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gsl_ran_exponential_pdf(x, mu)¶
This function computes the probability density \(p(x)\) at \(x\) for an exponential distribution with mean
mu, using the formula given above.
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gsl_cdf_exponential_P(x, mu)¶
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gsl_cdf_exponential_Q(x, mu)¶
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gsl_cdf_exponential_Pinv(P, mu)¶
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gsl_cdf_exponential_Qinv(Q, mu)¶
These functions compute the cumulative distribution functions \(P(x), Q(x)\) and their inverses for the exponential distribution with mean
mu.