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