exp_icdf: Inverse CDF for the exponential distribution
Description
exp_icdf simulates values from the inverse CDF of the
exponential distribution.
Usage
exp_icdf(n, theta)
Value
Output is a value or a vector of values
from the exponential distribution.
Arguments
n
Number of output exponential values
theta
Scale parameter \(\theta\)
Details
This function uses the exponential distribution of the form
$$f(t)=\theta exp(-\theta t)$$
to get the inverse CDF
$$F^(-1)(u)=(-log(1-u))/\theta$$ where \(u\)
is a uniform random variable. It can be
implemented directly and is also called by the function
exp_memsim.