nag_rngs_exp (g05ljc) generates a vector of pseudorandom numbers from a (negative) exponential distribution with mean .
The exponential distribution has PDF (probability density function):
nag_rngs_exp (g05ljc) returns the values
are the next
numbers generated by a uniform
One of the initialization functions nag_rngs_init_repeatable (g05kbc)
(for a repeatable sequence if computed sequentially) or nag_rngs_init_nonrepeatable (g05kcc)
(for a non-repeatable sequence) must be called prior to the first call to nag_rngs_exp (g05ljc).
This example prints five pseudorandom numbers from an exponential distribution with mean
, generated by a single call to nag_rngs_exp (g05ljc), after initialization by nag_rngs_init_repeatable (g05kbc)