numpy.random.exponential¶
-
numpy.random.exponential(scale=1.0, size=None)¶ Draw samples from an exponential distribution.
Its probability density function is
for
x > 0and 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].
Note
New code should use the
exponentialmethod of adefault_rng()instance instead; see random-quick-start.- Parameters
- scale
floator array_like of floats The scale parameter,
. Must be non-negative.
- size
intortupleof ints, optional Output shape. If the given shape is, e.g.,
(m, n, k), thenm * n * ksamples are drawn. If size isNone(default), a single value is returned ifscaleis a scalar. Otherwise,np.array(scale).sizesamples are drawn.
- scale
- Returns
- out
ndarrayor scalar Drawn samples from the parameterized exponential distribution.
- out
See also
Generator.exponentialwhich should be used for new code.
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