Functions and CALL Routines

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
Arguments
Details
Comparisons
See Also

Syntax

RANEXP(seed)

Arguments

seed

is a numeric constant, variable, or expression with an integer value. If seed [le] 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.