C: Random Number Generation - What (If Anything) Is Wrong With This
- by raoulcousins
For a simple simulation in C, I need to generate exponential random variables. I remember reading somewhere (but I can't find it now, and I don't remember why) that using the rand() function to generate random integers in a fixed range would generate non-uniformly distributed integers. Because of this, I'm wondering if this code might have a similar problem:
//generate u ~ U[0,1]
u = ( (double)rand() / ((double)(RAND_MAX));
//inverse of exponential CDF to get exponential random variable
expon = -log(1-u) * mean;
Thank you!
