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◆ RanfArrGam_sub()
| Sub RanfArrGam_sub |
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Ret As |
Double, |
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Optional Alpha As |
Double = 1, |
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Optional Beta As |
Double = 1 |
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53 bit real gamma random number (Squeeze method of Marsaglia and Tsang) (Lagged Fibonacci method) (Subroutine version)
- Purpose
- Generates random numbers following gamma distribution Γ(α, β).
An uniform random number is generated by the random number generator based on the Lagged Fibonacci method RanfArrNext(). Then it is transformed to the gamma random number by the squeeze method of Marsaglia and Tsang.
- Parameters
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| [out] | Ret | 53 bit real gamma random number.
If Alpha or Beta is not valid, 0 will be returned. |
| [in] | Alpha | (Optional)
The shape parameter α of the gamma distribution Γ(α, β). (α > 0) (default = 1) |
| [in] | Beta | (Optional)
The rate parameter β of the gamma distribution Γ(α, β). (β > 0) (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