|
Data Structures and Algorithms
with Object-Oriented Design Patterns in C# |
Program 
defines the ExponentialRV class.
This class generates exponentially distributed random numbers
with a mean value of 
.
The mean value is specified in the constructor.
The ExponentialRV class generates a sequence of random numbers, 
,
exponentially distributed
on the interval 
and having a mean value .
The numbers are said to be exponentially distributed because
the probability that falls between 0 and z is given by
where 
.
The function p(x) is called the
probability density function .
Thus,
Notice that 
is a value between zero and one.
Therefore, given a random variable, 
,
uniformly distributed between zero and one,
we can obtain an exponentially distributed variable as follows:
Note, if is uniformly distributed on (O,1),
then so too is 
.
The implementation of the Next method
follows directly from Equation .
Copyright © 2001 by Bruno R. Preiss, P.Eng. All rights reserved.
