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| Name: | rdevdict::lognormal - lognormal random deviate generator | ||
| Description: | Generates lognormally distributed random numbers.
p(x) = 1 / (x * sigma * \sqrt{2 pi}) * exp (-(ln(x)-mu)^2 / 2 sigma^2)
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| Parameters: | mu - mean of the underlying normal distribution (default: 0.0) sigma - standard deviation of the underlying normal distribution (default: 1.0) Note: Mean and variance of the lognormal numbers are given by E[X] = exp(mu + sigma^2/2) Var[X] = (exp(sigma^2) - 1) * E[X]^2 | ||
| Author: | Hans Ekkehard Plesser | ||
| Source: | /home/abuild/rpmbuild/BUILD/nest-2.4.1/librandom/lognormal_randomdev.h |
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