Past exam of the mathematics course of the University of Cambridge / 2015 / ia / Paper 2 / 3F / a

For $x\ge 0$, the monotonicity of the logarithm and the uniform distribution giveFor $x<0$ the cumulative distribution function is zero. Differentiation gives the probability density function $f(x)=\lambda e^{-\lambda x}$ for $x>0$, and zero elsewhere. The distribution is $\boxed{\mathrm{Exp}(\lambda )}$, with rate $\lambda$. This is inverse transform sampling of an exponential distribution.