dsp-0.2.4.1: Haskell Digital Signal Processing

Copyright(c) Matthew Donadio 2003
LicenseGPL
Maintainerm.p.donadio@ieee.org
Stabilityexperimental
Portabilityportable
Safe HaskellSafe
LanguageHaskell98

Numeric.Random.Distribution.Exponential

Description

UNTESTED

Module for transforming a list of uniform random variables into a list of exponential random variables.

 f(x) = lambda * exp(-lambda*x)
 F(x) = 1 - exp(-lambda*x)
 lambda = 1 / mu

Reference: Ross

Synopsis

Documentation

exponential_inv Source #

Arguments

:: Double

lambda

-> [Double]

U

-> [Double]

X

Generates a list of exponential random variables from a list of uniforms via the inverse transformation method

 F(x) = 1 - exp(-lambda*x)
 F^-1(x) = -log(1 - x) / lambda