TRngStream.RandomLognormal Method

Summary

Generates an array of samples distributed Lognormally.

Declaration

Procedure RandomLognormal(Dst: TMtxVec; mu, sigma, b, beta: TSample);

Description

Returns random numbers distributed according to the Lognormal probability density function (PDF) similar to as defined here LognormalPDF. Additional parameters are "b" is displacement and beta is scale factor:

                        1                       sqr( ln((x - b)/beta - mu))
        f(x)  = ---------------------*exp( -  ----------------------------)   , x > b
                sigma*(x-b)*sqrt(2Pi)                2*sqr(sigma)

        f(x) = 0, x <= b

The number of samples generated is defined with the Dst.Length parameter. The result can be accessed via Dst.Values property.