Exponential distribution with the mean a > 0 is described by probability density function:
Modeling of random variables is based on inverse transform method, which enables the user (when a generator of sample from standard continuous uniform distribution is available) to draw a sample of exponential distribution given by the function:
The sample of x1, …, xn pseudo-random variables exponentially distributed with the specified parameter λ, is generated following the steps:
1. Generate the sample v1, …, vn of pseudo-random variables of standard continuous uniform distribution at the interval (0, 1).
2. Based on the inverse function 
calculate the target sample from the specified exponential distribution following the formula: 
.
See also:
ISmExponentialDistribution | IStatistics.ExponDist | Library of Methods and Models