Implementation of von Neumann's exponential sampling algorithm.

neumann_exp.ex

defmodule Exp do
  def draw() do
    x = :rand.uniform()
    draw(x, x, 1, 0)
  end

  defp draw(x, u, n, k) do
    u_next = :rand.uniform()

    if u > u_next do
      draw(x, u_next, n + 1, k)
    else
      if rem(n, 2) == 0 do
        x = :rand.uniform()
        draw(x, x, 1, k + 1)
      else
        x + k
      end
    end
  end
end