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◆ Drand48Norm()
| Function Drand48Norm |
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Optional Mu As |
Double = 0, |
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Optional Sigma As |
Double = 1 |
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48 bit real normal random number (Ziggurat method) (Linear congruential method)
- Purpose
- Generates 48 bit real normal random number following normal distribution N(μ, σ^2).
An uniform random number is generated by the random number generator drand48() which is based on the linear congruential method. Then it is transformed to the normal random number by Ziggurat method.
- Returns
- Double
48 bit real normal random number.
- Parameters
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| [in] | Mu | (Optional)
The parameter μ(mean) of the normal distribution N(μ, σ^2). (default = 0) |
| [in] | Sigma | (Optional)
The parameter σ(standard deviation) of the normal distribution N(μ, σ^2). (default = 1) |
- Note
- Same as using Drand48(). See Drand48() for more details.
- Reference
- Yatsuji Tetsuaki, "Probability distribution random number generation method" 2nd ed., Pleiades Publishing, 2019. (Japanese book)
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