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Lognormal (VSL_RNG_METHOD_LOGNORMAL_ICDF/VSL_RNG_METHOD_LOGNORMAL_ICDF_ACCURATE)

Random number generator of the lognormal distribution with parameters
a,
σ
, b
and
β
. You can generate any successive random number
x
of the lognormal distribution by the inverse transformation method from the formula
where
y
is a successive random number of a normal (Gaussian) distribution with parameters
a
and
σ
.
The random numbers of the normal distribution are generated using method VSL_RNG_METHOD_GAUSSIAN_ICDF.
 

Product and Performance Information

1

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Notice revision #20110804