8.5 Random Number from Exponential Distribution

Rexp

## function (n, alpha) 
## {
##     return(-log(runif(n))/alpha)
## }
## <bytecode: 0x000001e2a7bf5b88>
## <environment: namespace:math>

Test script

Rexp(1, 0.1)

## [1] 11.41

Rexp(2, 0.1)

## [1]  0.6316 10.7984

x = Rexp(10000, 0.1)
summary(x)

##    Min. 1st Qu.  Median    Mean 3rd Qu.    Max. 
##    0.00    2.83    6.79    9.86   13.72  104.50

sd(x)

## [1] 9.98