This is an old version, view current version.

17.5 Exponential distribution

17.5.1 Probability density function

If $\beta \in \mathbb{R}^+$, then for $y \in \mathbb{R}^+$, $$\text{Exponential}(y|\beta) = \beta \, \exp ( - \beta \, y ) .$$

17.5.2 Sampling statement

y ~ exponential(beta)

Increment target log probability density with exponential_lupdf(y | beta).

17.5.3 Stan functions

real exponential_lpdf(reals y | reals beta)
The log of the exponential density of y given inverse scale beta

real exponential_lupdf(reals y | reals beta)
The log of the exponential density of y given inverse scale beta dropping constant additive terms

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.