The Exponential Distribution

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 \(x \geq 0\).

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.

gsl_cdf_exponential_P(x, mu)

gsl_cdf_exponential_Q(x, mu)

gsl_cdf_exponential_Pinv(P, mu)

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.

previous

The Gaussian Tail Distribution

next

The Laplace Distribution