Creating random number using Exponential distribution in a specified range?

Question

I need to create random numbers in a user specified range. I understood how to create random numbers and refering to Generating random numbers of exponential distribution that question. However, I need my random numbers to be in a range. I wrote a piece of code, althogh it works in theory, because it calculates very little numbers it approaches 0 and give wrong numbers. My code is

        double u;
        double p1 =  -1.0 *  lambda * minvalue;
        double p2 =  -1.0 *  lambda * maxvalue;
        double a_min =  1 - exp(p1);
        double a_max =  1 - exp(p2);
        u = (rand() / (RAND_MAX + 1.0));
        double diff = a_min - a_max;
        u = u * (a_min - a_max);
        u = u + a_max;
        double p3 = 1.0- u;
        int x = (int)(-log(p3) / lambda);
        return x;

lambda, minvalue and maxvalue are all integers. How can I deal with this issue ot is there any alternative solutions?

My code deals with very little numbers and so it is rounded to 0 then the result is calculated wrongly .

Does [this](https://stackoverflow.com/a/19307882/2166798) address your question? It shows how to create an upper bound, but the same logic can be used to create a lower bound as well. — pjs, Mar 23 '22 at 20:04
mobiusT, Post some sample values of `lambda, minvalue, maxvalue`. Also what are the min/max of those 3 for your application? Any other limitations like `minvalue < maxvalue`? — chux - Reinstate Monica, Mar 23 '22 at 21:54

score 0 · Accepted Answer · answered Mar 24 '22 at 07:52

Would you please try the following:

#include <stdio.h>
#include <stdlib.h>
#include <math.h>

/*
 * note: lambda should be a positive number
 *       min and max should be non-negative and min < max
 */
double rand_exp(int lambda, int min, int max)
{   
    double u_min = exp(-min * lambda);
    double u_max = exp(-max * lambda);

    double u = u_min + (1.0 - rand() / (RAND_MAX + 1.0)) * (u_max - u_min);
    return -log(u) / lambda;
}

Please note the function does not check the illegal parameters.
I have defined the function to return the double value because it is easier to test the output. Please cast it to int based on your requirement.

Creating random number using Exponential distribution in a specified range?

1 Answers1