MATLAB: Generate random number from a two-parameter exponential distribution

exponential distributionMATLABrandom number generatorStatistics and Machine Learning Toolbox

Hello everybody,

I am looking for a way to easily generate random numbers from a two-parameter exponential distribution. The probability density function is:

. I am aware of expand() but it does not seem to include the two-parameter distribution.

Do you have any idea how I could achieve that?

Thank you very much.

Alexis

gam = ...;
lambda = ...;
n = 100;
x = gam - log(1-rand(n,1))/lambda

give you 100 random numbers distributed according to your two-parameter distribution.

n = 100;
x = rand(n,1);
y_ge = mu-log(1-x.^(1/alpha))/lambda;
y_p = lambda*(1-x).^(-1/alpha);

generates 100 random numbers for the generalized exponential and the pareto distribution.

Best wishes

Torsten.

Use symbolic toolbox

syms y t
f=exp(-t*y)
q=int(f,t,0,2)
p=int(g,t,2,4)
k=q+p
M=cos(y)
L=M*k
fplot(y,L,[0 1])