numpy.random.mtrand.RandomState.exponential

RandomState.exponential(scale=1.0, size=None)

Exponential distribution.

Its probability density function is

for x > 0 and 0 elsewhere. is the scale parameter, which is the inverse of the rate parameter . The rate parameter is an alternative, widely used parameterization of the exponential distribution [R149].

The exponential distribution is a continuous analogue of the geometric distribution. It describes many common situations, such as the size of raindrops measured over many rainstorms [R147], or the time between page requests to Wikipedia [R148].

Parameters :

scale : float

The scale parameter, .

size : tuple of ints

Number of samples to draw. The output is shaped according to size.

References

[R147]

(1, 2) Peyton Z. Peebles Jr., “Probability, Random Variables and Random Signal Principles”, 4th ed, 2001, p. 57.

[R148]

(1, 2) “Poisson Process”, Wikipedia, http://en.wikipedia.org/wiki/Poisson_process

[R149]

(1, 2) “Exponential Distribution, Wikipedia, http://en.wikipedia.org/wiki/Exponential_distribution