numpy.random.RandomState.exponential

RandomState.exponential(scale=1.0, size=None)

Draw samples from an exponential distribution.

Its probability density function is

for x > 0 and 0 elsewhere. is the scale parameter, which is the inverse of the rate parameter . The rate parameter is an alternative, widely used parameterization of the exponential distribution [R152].

The exponential distribution is a continuous analogue of the geometric distribution. It describes many common situations, such as the size of raindrops measured over many rainstorms [R150], or the time between page requests to Wikipedia [R151].

Parameters:	scale : float or array_like of floats The scale parameter, . size : int or tuple of ints, optional Output shape. If the given shape is, e.g., (m, n, k), then m * n * k samples are drawn. If size is None (default), a single value is returned if scale is a scalar. Otherwise, np.array(scale).size samples are drawn.
Returns:	out : ndarray or scalar Drawn samples from the parameterized exponential distribution.

References

[R150]

(1, 2) Peyton Z. Peebles Jr., “Probability, Random Variables and Random Signal Principles”, 4th ed, 2001, p. 57.

[R151]

(1, 2) Wikipedia, “Poisson process”, http://en.wikipedia.org/wiki/Poisson_process

[R152]

(1, 2) Wikipedia, “Exponential distribution”, http://en.wikipedia.org/wiki/Exponential_distribution