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◆ GenrandNorm_sub()
| Sub GenrandNorm_sub |
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Ret As |
Double, |
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Optional Mu As |
Double = 0, |
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Optional Sigma As |
Double = 1 |
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53 bit real normal random number (Ziggurat method) (Mersenne Twister) (Subroutine version)
- Purpose
- Generates 53 bit real normal random number following normal distribution N(μ, σ^2).
An uniform random number is generated by the Mersenne Twister random number generator GenrandRes53(). Then it is transformed to the normal random number by Ziggurat method.
- Parameters
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| [out] | Ret | 53 bit real normal random number. |
| [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) |
- Reference
- Mersenne Twister Home Page
- Yatsuji Tetsuaki, "Probability distribution random number generation method" 2nd ed., Pleiades Publishing, 2019. (Japanese book)
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1.9.7