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 GNU Scientific Library Reference Manual - Third Edition (v1.12) by M. Galassi, J. Davies, J. Theiler, B. Gough, G. Jungman, P. Alken, M. Booth, F. RossiPaperback (6"x9"), 592 pages, 60 figuresISBN 0954612078RRP £24.95 (\$39.95)

19.5 The Exponential Distribution

Function: double gsl_ran_exponential (const gsl_rng * r, double mu)
This function returns a random variate from the exponential distribution with mean mu. The distribution is,
p(x) dx = {1 \over \mu} \exp(-x/\mu) dx


for x >= 0.

Function: double gsl_ran_exponential_pdf (double x, double mu)
This function computes the probability density p(x) at x for an exponential distribution with mean mu, using the formula given above.

Function: double gsl_cdf_exponential_P (double x, double mu)
Function: double gsl_cdf_exponential_Q (double x, double mu)
Function: double gsl_cdf_exponential_Pinv (double P, double mu)
Function: double gsl_cdf_exponential_Qinv (double Q, double mu)
These functions compute the cumulative distribution functions P(x), Q(x) and their inverses for the exponential distribution with mean mu.
 ISBN 0954612078 GNU Scientific Library Reference Manual - Third Edition (v1.12) See the print edition