RANDEXPPOW

RANDEXPPOW —

RANDEXPPOW(a,b)

RANDEXPPOW returns a random variate from the exponential power distribution with scale parameter a and exponent b. The distribution is,

p(x) dx = {1 over 2 a Gamma(1+1/b)} exp(-|x/a|^b) dx, for x >= 0.

For b = 1 this reduces to the Laplace distribution.
For b = 2 it has the same form as a normal distribution with sigma = a/sqrt(2).

RANDEXPPOW(0.5,0.1).