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◆ Drand48Exp_sub()
| Sub Drand48Exp_sub |
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Ret As |
Double, |
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Optional Theta As |
Double = 1 |
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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
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| [out] | Ret | 48 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)
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