Command: rdevdict::lognormal

NEST HelpDesk Command Index NEST Quick Reference
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)
Parameters:
mu - mean of the underlying normal distribution (default: 0.0)
sigma - standard deviation of the underlying normal distribution (default: 1.0)
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
Author:
Hans Ekkehard Plesser
SeeAlso:
Source:
/usr/src/packages/BUILD/librandom/lognormal_randomdev.h
NEST HelpDesk Command Index NEST Quick Reference

© 2004 The NEST Initiative