RANEXP Function

Returns a random variate from an exponential distribution.

Category:	Random Number
Tip:	If you want to change the seed value during execution, you must use the CALL RANEXP routine instead of the RANEXP function.

Syntax

RANEXP(seed)

Required Argument

seed

is a numeric constant, variable, or expression with an integer value. If seed ≤ 0, the time of day is used to initialize the seed stream.

Range	seed < 2³¹−1
See	Seed Values for more information about seed values

Details

The RANEXP function returns a variate that is generated from an exponential distribution with parameter 1. An inverse transform method applied to a RANUNI uniform variate is used.

An exponential variate X with parameter LAMBDA can be generated:

x=ranexp(seed)/lambda;

An extreme value variate X with location parameter ALPHA and scale parameter BETA can be generated:

x=alpha−beta*log(ranexp(seed));

A geometric variate X with parameter P can be generated as follows:

x=floor(−ranexp(seed)/log(1−p));

For a discussion about seeds and streams of data, as well as examples of using the random-number functions, see Generating Multiple Variables from One Seed in Random-Number Functions .

Comparisons

The CALL RANEXP routine, an alternative to the RANEXP function, gives greater control of the seed and random number streams.