Portability | portable |
---|---|
Stability | experimental |
Maintainer | m.p.donadio@ieee.org |
Safe Haskell | Safe-Inferred |
UNTESTED
Module for transforming a list of uniform random variables into a list of exponential random variables.
f(x) = lambda * exp(-lambda*x)
F(x) = 1 - exp(-lambda*x)
lambda = 1 / mu
Reference: Ross
- exponential_inv :: Double -> [Double] -> [Double]
Documentation
Generates a list of exponential random variables from a list of uniforms via the inverse transformation method
F(x) = 1 - exp(-lambda*x)
F^-1(x) = -log(1 - x) / lambda