ExponentialSampler.cpp File Reference

Represents an exponential distribution: X ~ Exp(lambda) ; lambda > 0 f(x) = lambda * exp(-lambda * x) ; x >= 0 E(X) = 1 / lambda Var(X) = 1 / (lambda ^ 2). More...

#include "ExponentialSampler.h"

Go to the source code of this file.

---

Detailed Description

Represents an exponential distribution: X ~ Exp(lambda) ; lambda > 0 f(x) = lambda * exp(-lambda * x) ; x >= 0 E(X) = 1 / lambda Var(X) = 1 / (lambda ^ 2).

Author:

Travis Fischer (fisch0920@gmail.com)

Matthew Jacobs (jacobs.mh@gmail.com)

Date:

Fall 2008

Exponential distributions describe the times (waiting time) between events in a Poisson process, i.e., a process in which events occur continuously and independently at a constant average rate. An example would be the average time you have to wait at a red light before the light turns green.

Definition in file ExponentialSampler.cpp.