16.5 Exponential Distribution
16.5.1 Probability Density Function
If β∈R+, then for y∈R+, Exponential(y|β)=βexp(−βy).
16.5.2 Sampling Statement
y ~
exponential
(beta)
Increment target log probability density with exponential_lpdf( y | beta)
dropping constant additive terms.
16.5.3 Stan Functions
real
exponential_lpdf
(reals y | reals beta)
The log of the exponential density of y given inverse scale beta
real
exponential_cdf
(reals y, reals beta)
The exponential cumulative distribution function of y given inverse
scale beta
real
exponential_lcdf
(reals y | reals beta)
The log of the exponential cumulative distribution function of y given
inverse scale beta
real
exponential_lccdf
(reals y | reals beta)
The log of the exponential complementary cumulative distribution
function of y given inverse scale beta
R
exponential_rng
(reals beta)
Generate an exponential variate with inverse scale beta; may only be
used in transformed data and generated quantities blocks.
For a description of argument and return types, see section
vectorized PRNG functions.