.DESLib.RandomLib.Variates.Continuous.LogNormal

Information

LogNormal

LogNormal probability distribution function.

Syntax

LogNormal(g,mu,sigma2)

Description

Generates a random variate following the LogNormal probability distribution function, with mean mu and variance sigma2.

The pseudo-code algorithm used for this distribution is:

1. Generate Y as N(mu,sigma2).
2. Return x = e^Y

Examples

(u,g) := LogNormal(g,0,1);

Interface

function LogNormal
  extends Var;
end LogNormal;