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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. Rossi
Paperback (6"x9"), 592 pages, 60 figures
ISBN 0954612078
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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 0954612078GNU Scientific Library Reference Manual - Third Edition (v1.12)See the print edition