How do you find the exponential distribution of a uniform?

Steps involved are as follows.

  1. Compute the cdf of the desired random variable . For the exponential distribution, the cdf is .
  2. Set R = F(X) on the range of . ...
  3. Solve the equation F(X) = R for in terms of . ...
  4. Generate (as needed) uniform random numbers and compute the desired random variates by.

Related posts: