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| RANEXP |
| Category: | Random Number |
| Tip: | If you want to change the seed value during execution, you must use the CALL RANEXP routine instead of the RANEXP function. |
| Syntax | |
| Arguments | |
| Details | |
| Comparisons | |
| See Also |
Syntax |
| RANEXP(seed) |
| Range: | seed < 231-1 |
| Note: | If seed ![[le]](../common/images/le.gif)
0, the time of day is used to initialize the seed stream. |
| Details |
The RANEXP function returns a variate that is generated from an exponential distribution with parameter 1. An inverse transform method applied to a RANUNI uniform variate is used.
An exponential variate X with parameter LAMBDA can be generated:
x=ranexp(seed)/lambda;
An extreme value variate X with location parameter ALPHA and scale parameter BETA can be generated:
x=alpha-beta*log(ranexp(seed));
A geometric variate X with parameter P can be generated as follows:
x=floor(-ranexp(seed)/log(1-p));
| Comparisons |
The CALL RANEXP routine, an alternative to the RANEXP function, gives greater control of the seed and random number streams.
| See Also |
| Call routine:
|
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Copyright 1999 by SAS Institute Inc., Cary, NC, USA. All rights reserved.