Drand48Exp Drand48Exp_sub GenrandExp GenrandExp_sub InitExp RanfArrExp RanfArrExp_sub

GenrandExp_sub() Sub GenrandExp_sub ( Ret As  Double, Optional Theta As  Double = 1  ) 53 bit real exponential random number (Ziggurat method) (Mersenne Twister) (Subroutine version) 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. Parameters [out] Ret 53 bit real exponential random number. [in] Theta (Optional) The parameter θ of the exponential distribution Exp(θ). (default = 1) Reference Mersenne Twister Home Page (Japanese book) Yatsuji Tetsuaki, "Probability distribution random number generation method" 2nd ed., Pleiades Publishing, 2019.