Generate random number from a two-parameter exponential distribution

Hello everybody,

I am looking for a way to easily generate random numbers from a two-parameter exponential distribution. The probability density function is: . I am aware of expand() but it does not seem to include the two-parameter distribution.

Do you have any idea how I could achieve that?

Thank you very much.

Alexis

[Torsten]

Your function f does not depend on t ?

[Alexis Stevenson]

Sorry typo :) Thank you for noticing it.

[Torsten]

What is the support of f ?

I ask because if support(f) = IR+, f is only a probability density function if gamma = 0.

[Alexis Stevenson]

Answer 1

[Torsten]

gam = ...;
lambda = ...;
n = 100;
x = gam - log(1-rand(n,1))/lambda

give you 100 random numbers distributed according to your two-parameter distribution.

[Alexis Stevenson]

Oh yes thank you so much !

I just realized the cdf was and I had to invert it.