owl_base_stats_dist_exponential.ml1 2 3 4 5 6 7 8 9 10 11 12 13 14 15# 1 "src/base/stats/owl_base_stats_dist_exponential.ml" (* * OWL - OCaml Scientific Computing * Copyright (c) 2016-2022 Liang Wang <liang@ocaml.xyz> *) let std_exponential_rvs () = let u = Random.float 1. in -.log1p (-.u) let exponential_rvs ~lambda = let u = Random.float 1. in let s = -1. /. lambda in s *. log1p (-.u)