Search in the Statistics Toolbox Documentation for "Inversion Methods"(You can look online if you dont have access to the Toolbox). There is a common trick where you generate uniformly distributed random numbers using "rand", then pass them all through the inverse cdf function for the distribution you are interested in. The documentation even shows an example for the exponential distribution. This requires that you have a function that calculate the inverse cdf value for a given input. If you have Stats, many of these are built in. If you dont, you'll need to write that part yourself.