g05sf generates a vector of pseudorandom numbers from a (negative) exponential distribution with mean .
public static void g05sf( int n, double a, G05..::..G05State g05state, double x, out int ifail )
Public Shared Sub g05sf ( _ n As Integer, _ a As Double, _ g05state As G05..::..G05State, _ x As Double(), _ <OutAttribute> ByRef ifail As Integer _ )
public: static void g05sf( int n, double a, G05..::..G05State^ g05state, array<double>^ x, [OutAttribute] int% ifail )
static member g05sf : n : int * a : float * g05state : G05..::..G05State * x : float * ifail : int byref -> unit
- Type: System..::..Int32On entry: , the number of pseudorandom numbers to be generated.Constraint: .
- Type: System..::..DoubleOn entry: , the mean of the distribution.Constraint: .
- Type: array<System..::..Double>()An array of size [n]On exit: the pseudorandom numbers from the specified exponential distribution.
The exponential distribution has PDF (probability density function):
g05sf returns the values
where are the next numbers generated by a uniform generator.
One of the initialization methods (G05KFF not in this release) (for a repeatable sequence if computed sequentially) or (G05KGF not in this release) (for a non-repeatable sequence) must be called prior to the first call to g05sf.
Kendall M G and Stuart A (1969) The Advanced Theory of Statistics (Volume 1) (3rd Edition) Griffin
Knuth D E (1981) The Art of Computer Programming (Volume 2) (2nd Edition) Addison–Wesley
Errors or warnings detected by the method:
- On entry, .
- On entry, .
On entry, state vector was not initialized or has been corrupted.