Exponential random number generation

hi,

How to generate the exponential random numbers from uniform random number generator?

thx

Answer 1

[the cyclist]

lambda = 2;
x = -log(rand(1,1000000)/lambda)

x will be exponentially distributed. See, for example, http://en.wikipedia.org/wiki/Exponential_distribution#Generating_exponential_variates

[King Fisher]

thx cyclist !

[King Fisher]

But is there no general way, to generate any desired distributed random numbers by knowing its psd and uniform random number generator?

[James Tursa]

Theoretically, one can invert the Cumulative Distribution Function and then plug uniform random numbers into that. Inverting the CDF is not always easy to accomplish, however.

[the cyclist]

+1 to what James just wrote. If you search "generate random variate", you will find plenty to read. The book (remember those?) "Numerical Recipes" has a digestible discussion of the topic.