numpy.random.RandomState.exponential

method

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 [3].

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 [1], or the time between page requests to Wikipedia [2].

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

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

[2]	Wikipedia, “Poisson process”, https://en.wikipedia.org/wiki/Poisson_process

[3]	Wikipedia, “Exponential distribution”, https://en.wikipedia.org/wiki/Exponential_distribution