Linda wrote:
>
> I want to generate a series of random variables, X with exponential
> PDF with a given mean,MU value. However, I only want X to be in some
> specified lower and upper limit?? Say between 0 -> 150 i.e. rejected
> anything outside this range Does anyone have any ideas how should I do
> that??
For untruncated exponential RV's the negative-log method of converting
a uniform [0,1] RV is about as good as you can get:
ExpVar = -ln(UnifVar);
It can easily be adjusted to censor to any interval [a,b] by prescaling
onto [exp(-b),exp(-a)];
TruncExpVar = -ln(exp(-b) + (exp(-a)-exp(-b))*UnifVar);
-R. Dawson
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