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diff --git a/elki/src/main/java/de/lmu/ifi/dbs/elki/math/statistics/distribution/ExponentialDistribution.java b/elki/src/main/java/de/lmu/ifi/dbs/elki/math/statistics/distribution/ExponentialDistribution.java
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+package de.lmu.ifi.dbs.elki.math.statistics.distribution;
+
+/*
+ This file is part of ELKI:
+ Environment for Developing KDD-Applications Supported by Index-Structures
+
+ Copyright (C) 2015
+ Ludwig-Maximilians-Universität München
+ Lehr- und Forschungseinheit für Datenbanksysteme
+ ELKI Development Team
+
+ This program is free software: you can redistribute it and/or modify
+ it under the terms of the GNU Affero General Public License as published by
+ the Free Software Foundation, either version 3 of the License, or
+ (at your option) any later version.
+
+ This program is distributed in the hope that it will be useful,
+ but WITHOUT ANY WARRANTY; without even the implied warranty of
+ MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+ GNU Affero General Public License for more details.
+
+ You should have received a copy of the GNU Affero General Public License
+ along with this program.  If not, see <http://www.gnu.org/licenses/>.
+ */
+
+import java.util.Random;
+
+import de.lmu.ifi.dbs.elki.math.random.RandomFactory;
+import de.lmu.ifi.dbs.elki.utilities.optionhandling.OptionID;
+import de.lmu.ifi.dbs.elki.utilities.optionhandling.parameterization.Parameterization;
+import de.lmu.ifi.dbs.elki.utilities.optionhandling.parameters.DoubleParameter;
+
+/**
+ * Exponential distribution.
+ * 
+ * @author Erich Schubert
+ */
+public class ExponentialDistribution extends AbstractDistribution {
+  /**
+   * Rate, inverse of mean
+   */
+  double rate;
+  
+  /**
+   * Location parameter.
+   */
+  double location;
+
+  /**
+   * Constructor.
+   * 
+   * @param rate Rate parameter (1/scale)
+   */
+  public ExponentialDistribution(double rate) {
+    this(rate, 0.0, (Random) null);
+  }
+
+  /**
+   * Constructor.
+   * 
+   * @param rate Rate parameter (1/scale)
+   * @param location Location parameter
+   */
+  public ExponentialDistribution(double rate, double location) {
+    this(rate, location, (Random) null);
+  }
+
+  /**
+   * Constructor.
+   * 
+   * @param rate Rate parameter (1/scale)
+   * @param random Random generator
+   */
+  public ExponentialDistribution(double rate, Random random) {
+    this(rate, 0.0, random);
+  }
+
+  /**
+   * Constructor.
+   * 
+   * @param rate Rate parameter (1/scale)
+   * @param location Location parameter
+   * @param random Random generator
+   */
+  public ExponentialDistribution(double rate, double location, Random random) {
+    super(random);
+    this.rate = rate;
+    this.location = location;
+  }
+
+  /**
+   * Constructor.
+   * 
+   * @param rate Rate parameter (1/scale)
+   * @param location Location parameter
+   * @param random Random generator
+   */
+  public ExponentialDistribution(double rate, double location, RandomFactory random) {
+    super(random);
+    this.rate = rate;
+    this.location = location;
+  }
+
+  @Override
+  public double pdf(double val) {
+    if (val < location) {
+      return 0.;
+    }
+    return rate * Math.exp(-rate * (val - location));
+  }
+
+  /**
+   * PDF, static version
+   * 
+   * @param val Value to compute PDF at
+   * @param rate Rate parameter (1/scale)
+   * @return probability density
+   */
+  public static double pdf(double val, double rate) {
+    if (val < 0.) {
+      return 0.;
+    }
+    return rate * Math.exp(-rate * val);
+  }
+
+  @Override
+  public double cdf(double val) {
+    if (val < location) {
+      return 0.;
+    }
+    return 1 - Math.exp(-rate * (val - location));
+  }
+
+  /**
+   * Cumulative density, static version
+   * 
+   * @param val Value to compute CDF at
+   * @param rate Rate parameter (1/scale)
+   * @return cumulative density
+   */
+  public static double cdf(double val, double rate) {
+    if (val < 0.) {
+      return 0.;
+    }
+    return 1 - Math.exp(-rate * val);
+  }
+
+  @Override
+  public double quantile(double val) {
+    return -Math.log(1 - val) / rate + location;
+  }
+
+  /**
+   * Quantile function, static version
+   * 
+   * @param val Value to compute quantile for
+   * @param rate Rate parameter
+   * @return Quantile
+   */
+  public static double quantile(double val, double rate) {
+    return -Math.log(1 - val) / rate;
+  }
+
+  /**
+   * This method currently uses the naive approach of returning
+   * <code>-log(uniform)</code>.
+   * 
+   * TODO: there are variants that do not rely on the log method and are faster.
+   * We need to implement and evaluate these. For details: see
+   * "Computer methods for sampling from the exponential and normal distributions"
+   * J. H. Ahrens, U. Dieter, https://dl.acm.org/citation.cfm?id=361593
+   */
+  @Override
+  public double nextRandom() {
+    return -Math.log(random.nextDouble()) / rate + location;
+  }
+
+  @Override
+  public String toString() {
+    return "ExponentialDistribution(rate=" + rate + ", location=" + location + ")";
+  }
+
+  /**
+   * Parameterization class
+   * 
+   * @author Erich Schubert
+   * 
+   * @apiviz.exclude
+   */
+  public static class Parameterizer extends AbstractDistribution.Parameterizer {
+    /**
+     * Shape parameter gamma.
+     */
+    public static final OptionID RATE_ID = new OptionID("distribution.exponential.rate", "Exponential distribution rate (lambda) parameter (inverse of scale).");
+
+    /** Parameters. */
+    double location, rate;
+
+    @Override
+    protected void makeOptions(Parameterization config) {
+      super.makeOptions(config);
+
+      DoubleParameter locP = new DoubleParameter(LOCATION_ID);
+      if (config.grab(locP)) {
+        location = locP.doubleValue();
+      }
+
+      DoubleParameter rateP = new DoubleParameter(RATE_ID);
+      if (config.grab(rateP)) {
+        rate = rateP.doubleValue();
+      }
+    }
+
+    @Override
+    protected ExponentialDistribution makeInstance() {
+      return new ExponentialDistribution(rate, location, rnd);
+    }
+  }
+}
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