Exponential

The exponential distribution is a continuous probability distribution. It describes the time between events in a Poisson process, i.e. a process in which events occur continuously and independently at a constant average rate λ.

This topic contains the following sections:

Constructor
Methods
Properties

Constructor

Constructor	Description	Performance
set rate	Creates new instance of Exponential with user specified parameter λ. Exponential(Double)

Description

Performance

set rate

Creates new instance of Exponential with user specified parameter λ.

method Exponential(Double)

Methods

Method	Description	Performance
sample	Generate random variable sample. Sample Fill in array with random variable series in place: Sample(Double) Static method which generates new sample of Exponential distribution variate with specified parameters: Sample(Double) Sample(RandomGenerator, Double)
pdf	Probability density function. Pdf(Double) Static probability density function. Pdf(Double, Double)
cdf	Cumulative distribution function. Cdf(Double) Static cumulative distribution function. Cdf(Double, Double)
inverse cdf	Inverse cumulative distribution function. Is useful for quantile calculation. Function will return value of random variable such that likelihood for this random variable to occur less than or equal to returned value equal to specified pvalue parameter. InverseCdf(Double) InverseCdf(Double, Double)

Properties

Property	Description	Performance
rate	Rate of the distribution. Rate
mean	Mean of the distribution. Mean
median	Median of the distribution. Median
mode	Mode of distribution. Mode
kurtosis	Excess Kurtosis of distribution. Kurtosis
skewness	Skewness of distribution. Skewness
entropy	Entropy of distribution. Entropy
variance	Variance of the distribution. Variance
standard deviation	Standard deviation of the distribution. StandardDeviation