XLPack 7.0
XLPack Numerical Library (Excel VBA) Reference Manual
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◆ Drand48Exp_sub()

Sub Drand48Exp_sub ( Ret As  Double,
Optional Theta As  Double = 1 
)

48 bit real exponential random number (Ziggurat method) (Linear congruential method) (Subroutine version)

Purpose
Generates 48 bit real exponential random number.
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 exponential random number by Ziggurat method.
Parameters
[out]Ret48 bit real exponential random number.
[in]Theta(Optional)
The parameter θ of the exponential distribution Exp(θ). (default = 1)
Reference
Yatsuji Tetsuaki, "Probability distribution random number generation method" 2nd ed., Pleiades Publishing, 2019. (Japanese book)