RandomExponential ( rate )

Returns random values from an Exponential distribution

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Jeremy Bante

https://github.com/jbante/

Sample input:

List (
RandomExponential ( 1 );
RandomExponential ( 1 );
RandomExponential ( 1 );
RandomExponential ( 1 );
RandomExponential ( 1 );
RandomExponential ( 1 );
RandomExponential ( 1 );
RandomExponential ( 1 );
RandomExponential ( 1 );
RandomExponential ( 1 )
)

Sample output:

3.919161890918570149312
.15005606710178912219
.09859441091091724431
.99103570742196350662
1.61862199572644295472
2.10083749402320095745
1.29462255771781284049
1.48280409241670285811
.90525076631253719828
.80608311456913192546

Function definition: (Copy & paste into FileMaker's Edit Custom Function window)

/**
 * =====================================
 * RandomExponential ( rate )
 *
 * RETURNS:
 *		A number representing a random variate from an exponential distribution
 *		with the specified parameter.
 *
 * PARAMETERS:
 *		rate: rate > 0
 *
 * DEPENDENCIES: none
 *
 * HISTORY:
 *		CREATED on 2011-10-04 by Jeremy Bante <http://scr.im/jbante>.
 *
 * REFERENCES:
 *		http://en.wikipedia.org/wiki/Exponential_distribution
 * =====================================
 */

Let ( [
	~random = Random
];
	Case (
		rate ≤ 0 ; "?";	// parameter is out of range
		~random = 0 ; RandomExponential ( rate );	// out of range value, try again
		/* Else */ ( 0 - Ln ( Random ) ) / rate
	)
)

When called repeatedly, RandomExponential returns values from an Exponential distribution with the given rate parameter.

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Note: these functions are not guaranteed or supported by BrianDunning.com. Please contact the individual developer with any questions or problems.

RandomExponential ( rate )

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