rdevdict::lognormal - lognormal random deviate generator
Generates lognormally distributed random numbers.
p(x) = 1 / (x * sigma * \sqrt{2 pi}) * exp (-(ln(x)-mu)^2 / 2 sigma^2)
mu - mean of the underlying normal distribution (default: 0.0)
sigma - standard deviation of the underlying normal distribution (default: 1.0)
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
Hans Ekkehard Plesser
/usr/src/packages/BUILD/librandom/lognormal_randomdev.h