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◆ RanfArrExp_sub()
| Sub RanfArrExp_sub |
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Ret As |
Double, |
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Optional Theta As |
Double = 1 |
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53 bit real exponential random number (Ziggurat method) (Lagged Fibonacci method) (Subroutine version)
- 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.
- Parameters
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| [out] | Ret | 53 bit real exponential random number. |
| [in] | Theta | (Optional)
The parameter θ of the exponential distribution Exp(θ). (default = 1) |
- 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)
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1.9.7