Re: Uniform to Exponential distributions?

On Thu, 07 Apr 2016 17:01:59 -0500, Douglas Lewit [email protected]
[ocaml_beginners] wrote:

> *let rec uniform_distribution ?upper_bound:(upprbnd = 1.0) size = if
> size =
> 0 then [ ] else ( Random.float upprbnd ) :: *
> *( uniform_distribution ~upper_bound:upprbnd ( size - 1 ) ) ;;*
> 
> The above is my implementation of the uniform probability distribution
> defined on the interval, [0, 1].  ( The upper bound could be changed to
> whatever you like of course, but if that optional argument is omitted
> then by default it's going to have a value of 1... or technically, 1.0.
> )
> 
> But what about other probability distributions in Ocaml?  If I remember
> correctly, there is some way to mathematically convert the uniform
> distribution to any other distribution you want, but I don't remember
> the details.  Does anyone know about?  ( I am specifically thinking of
> the exponential distribution. )
> 
> 
> 
> Best,
> 
> Douglas.
> 

If x is uniform from 0 to 1, - log x follows an exponential 
distribution.  The base of the logarithm determines how fast the 
exponential decays.

-- hendrik