XLPack 7.0
XLPack Numerical Library (Excel VBA) Reference Manual
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◆ Drand48Exp()

Function Drand48Exp ( Optional Theta As  Double = 1)

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

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.
Returns
Double
48 bit real exponential random number.
Parameters
[in]Theta(Optional)
The parameter θ of the exponential distribution Exp(θ). (default = 1)
Note
Same as using Drand48(). See Drand48() for more details.
Reference
Yatsuji Tetsuaki, "Probability distribution random number generation method" 2nd ed., Pleiades Publishing, 2019. (Japanese book)