Pseudorandom Number Generator – Exponential Distribution

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Since you have access to a uniform random number generator, generating a random number distributed with other distribution whose CDF you know is easy using the inversion method.

So, generate a uniform random number, u, in [0,1), then calculate x by:

x = log(1-u)/(-λ),

where λ is the rate parameter of the exponential distribution. Now, x is a random number with an exponential distribution. Note that log above is ln, the natural logarithm.

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