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TRngStream.RandomLogNormal Method
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Generates an array of samples distributed Lognormally.

Syntax
C#
Visual Basic
public void RandomLogNormal([In] TMtxVec Dst, [In] double mu, [In] double sigma, [In] double b, [In] double beta);
Remarks

Returns random numbers distributed according to the Lognormal probability density function (PDF) similar to as defined here Probabilities.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.

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