Drand48Exp Drand48Exp_sub GenrandExp GenrandExp_sub InitExp RanfArrExp RanfArrExp_sub

RanfArrExp() Function RanfArrExp ( Optional Theta As  Double = 1 ) 53 bit real exponential random number (Ziggurat method) (Lagged Fibonacci method) Purpose This routine generates 53 bit real exponential random number. An uniform random number is generated by the random number generator based on the Lagged Fibonacci method RanfArrNext(). 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 RanfArrNext(). See RanfArrNext() for more details. Reference D. E. Knuth, “The Art of Computer Programming Third Edition, Vol.2 / Seminumerical Algorithms”, Addison Wesley Longman, 1998. Yatsuji Tetsuaki, "Probability distribution random number generation method" 2nd ed., Pleiades Publishing, 2019. (Japanese book)