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.