rdevdict::lognormal

Command: rdevdict::lognormal


Description
Generates lognormally distributed random numbers.

p(x) = 1 / (x * sigma * \sqrt{2 pi}) * exp (-(ln(x)-mu)^2 / 2 sigma^2)

Parameters

mu - mean of the underlying normal distribution (default: 0.0)
sigma - standard deviation of the underlying normal distribution (default: 1.0)

Author
Hans Ekkehard Plesser
Remarks

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

File
librandom/lognormal_randomdev.h