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RCMinification (version 1.2)

rET: Tailed Exponential Random Number Generator

Description

This function simulates sequences of tailed exponential variates which have survivor function P(X > x) = (1-p)exp(-lambda x), for x > 0 and P(X = 0) = p.

Usage

rET(n, prob, rate)

Arguments

n

number of observations.

prob

vector of probabilities.

rate

vector of exponential rate parameters.

Author

L. Han

References

Littlejohn, R.P. (1994) A Reversibility Relationship for Two Markovian Time Series Models with Stationary Exponential Tailed Distribution. Journal of Applied Probability. 31 pp 575-581.