Functions and CALL Routines |
Returns a random variate from an exponential distribution.
Category: |
Random Number
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Tip: |
If you want to change the seed value during execution,
you must use the CALL RANEXP routine instead of the RANEXP function.
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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 |
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.
The CALL RANEXP routine, an alternative
to the RANEXP function, gives greater control of the seed and random number
streams.
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Functions and CALL routines:
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Copyright © 2011 by SAS Institute Inc., Cary, NC, USA. All rights reserved.