How to sample from an exponential distribution using rejection sampling in PHP

manpreet Best Answer 3 years ago

I wrote PHP-code that gets me samples of a (truncated) exponential distribution between 0 and 1 with mean 1 (X∼Exp(1)X∼Exp(1)).

I'm trying to use acceptance-rejection method: I don't know if I get it right, but basically I use one sample of a Uniform(0,1)Uniform(0,1) distribution to get the x-axis and another to get the y-axis and then check if the y-axis sample is below (valid sample) or above (reject sample) the exponential distribution function curve.

How do I get it to give me samples of a generic X∼Exp(λ)X∼Exp(λ)?

$num_samples=1000;
$samples=array();$sample=0;$count=0;$counts=0;
$time=microtime(true);
for($i=0;$i<$num_samples;$i++){
    while (exp(-($sample = mt_rand(0,PHP_INT_MAX)*(1/PHP_INT_MAX)))
                <
                mt_rand(0,PHP_INT_MAX)*(1/PHP_INT_MAX)){
        $count++;
    }
    $samples[] = $sample;
    $counts+=$count;
    $count=0;
}
echo "s