Struct ExponentialDistribution 

pub struct ExponentialDistribution {
    pub lambda: f64,
}

Exponential distribution with rate parameter λ.

Fields

lambda: f64

Rate parameter λ > 0.

Implementations

impl ExponentialDistribution

pub fn new(lambda: f64) -> Self

Creates an ExponentialDistribution with rate λ.

pub fn pdf(&self, x: f64) -> f64

Probability density function f(x; λ) = λ e^{-λx} for x ≥ 0.

pub fn cdf(&self, x: f64) -> f64

Cumulative distribution function F(x; λ) = 1 - e^{-λx} for x ≥ 0.

pub fn mean(&self) -> f64

Mean E[X] = 1/λ.

pub fn variance(&self) -> f64

Variance Var[X] = 1/λ².

pub fn quantile(&self, p: f64) -> f64

Inverse CDF (quantile function): F^{-1}(p) = -ln(1-p) / λ.

pub fn sample(&self, u: f64) -> f64

Draws a sample using the inverse-CDF method given uniform u ∈ (0,1).

pub fn mgf(&self, t: f64) -> f64

Moment generating function M_X(t) = λ/(λ-t) for t < λ.