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

Function GenrandExp ( Optional Theta As  Double = 1)

53 bit real exponential random number (Ziggurat method) (Mersenne Twister)

Purpose
Generates 53 bit real exponential random number.
An uniform random number is generated by the Mersenne Twister random number generator GenrandRes53(). Then it is transformed to the exponential random number by Ziggurat method.
Returns
Double
53 bit real exponential random number.
Parameters
[in]Theta(Optional)
The parameter θ of the exponential distribution Exp(θ). (default = 1)
Note
Same as using GenrandRes53(). See GenrandRes53() for more details.
Reference
  • Mersenne Twister Home Page
  • (Japanese book) Yatsuji Tetsuaki, "Probability distribution random number generation method" 2nd ed., Pleiades Publishing, 2019.