Generate a pseudorandom number from a lognormal distribution.
double
which specifies the mean of the underlying normal distribution. double
which specifies the standard deviation of the underlying normal distribution. It must be positive. A double
which specifies a pseudorandom number from a lognormal distribution.
Method NextLogNormal
generates pseudorandom numbers from a lognormal distribution with parameters mean
and stdev
. The scale parameter in the underlying normal distribution, stdev
, must be positive. The method is to generate normal deviates with mean mean
and standard deviation stdev
and then to exponentiate the normal deviates.
With and , the probability density function for the lognormal distribution is
The mean and variance of the lognormal distribution are and , respectively.
Random Class | Imsl.Stat Namespace | Example