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19.5 The Exponential Distribution

— Function: double gsl_ran_exponential (const gsl_rng * r, double mu)

This function returns a random variate from the exponential distribution with mean mu. The distribution is,

          p(x) dx = {1 \over \mu} \exp(-x/\mu) dx

for x >= 0.

— Function: double gsl_ran_exponential_pdf (double x, double mu)

This function computes the probability density p(x) at x for an exponential distribution with mean mu, using the formula given above.


— Function: double gsl_cdf_exponential_P (double x, double mu)
— Function: double gsl_cdf_exponential_Q (double x, double mu)
— Function: double gsl_cdf_exponential_Pinv (double P, double mu)
— Function: double gsl_cdf_exponential_Qinv (double Q, double mu)

These functions compute the cumulative distribution functions P(x), Q(x) and their inverses for the exponential distribution with mean mu.