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Exponential.rst

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Exponential Distribution

Table of contents


The density function of the Exponential distribution:

f(x; \lambda) = \lambda \exp(-\lambda x) \times \mathbf{1}[ x \geq 0]

Methods for scalar input, as well as for list input, are listed below.

.. autofunction:: pystats.dexp(x: float, rate: float = 1.0, log: bool = False) -> float
   :noindex:

.. autofunction:: pystats.dexp(x: List[float], rate: float = 1.0, log: bool = False) -> List[float]
   :noindex:


The cumulative distribution function (CDF) of the Exponential distribution:

\int_0^x f(z; \lambda) dz = 1 - \exp(-\lambda x \times \mathbf{1}[ x \geq 0])

Methods for scalar input, as well as for list input, are listed below.

.. autofunction:: pystats.pexp(p: float, rate: float = 1.0, log: bool = False) -> float
   :noindex:

.. autofunction:: pystats.pexp(p: List[float], rate: float = 1.0, log: bool = False) -> List[float]
   :noindex:


The quantile function of the Exponential distribution:

q(p; \lambda) = - \ln (1 - p) / \lambda

Methods for scalar input, as well as for list input, are listed below.

.. autofunction:: pystats.qexp(q: float, rate: float = 1.0) -> float
   :noindex:

.. autofunction:: pystats.qexp(q: List[float], rate: float = 1.0) -> List[float]
   :noindex:


Random sampling for the Cauchy distribution is achieved via the inverse probability integral transform.

.. autofunction:: pystats.rexp(rate: float = 1.0) -> float
   :noindex:

.. autofunction:: pystats.rexp(n: int, rate: float = 1.0) -> List[float]
   :noindex: