Inverse Transform Exponential Sample

Problem

To sample an exponential with rate lambda from u uniform on (0, 1), apply x = -ln(1 - u) / lambda.

Given u and the rate, return the transformed sample.

Hint

Invert the exponential CDF.

case 1

in: [0.5,1]

expected: 0.6931471805599453

case 2

in: [0.1,2]

expected: 0.05268025782891314

case 3

in: [0.9,0.5]

expected: 4.605170185988092

Starter codePython

def inverse_transform_exponential_sample(u, rate):
    # Your code here
    pass

3 test cases · run your code against them in the editor