Thursday, February 23, 2006
Get Exponential RV from Uniform one
I was required to get a Exponential RV from Uniform One and I have found this equation
where U is the uniform RV and E is the Exponential RV,and lamda is the 1/(mean of the exponential rv) to get more info about Exponential RV check here.
For the C code
#include < stdlib.h >
#include < math.h >
float exp(float lamda)
{
return (-log10(Rand())*lamda);
}
E=-log(U)*lamda
where U is the uniform RV and E is the Exponential RV,and lamda is the 1/(mean of the exponential rv) to get more info about Exponential RV check here.
For the C code
#include < stdlib.h >
#include < math.h >
float exp(float lamda)
{
return (-log10(Rand())*lamda);
}
# posted by Basio @ 1:52 PM 
