Distributions Template Parameter Method#
Method Type |
Distributions |
Math Description |
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Standard method. |
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Generates normally distributed random numbers x1 and x2 through the pair of uniformly distributed numbers u1 and u2 according to the formulas: \(x_1 = \sqrt{-2 \ln u_1} \sin {2 \pi u_2}\)\(x_2 = \sqrt{-2 \ln u_1} \cos {2 \pi u_2}\) |
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Inverse cumulative distribution function (ICDF) method. |
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Normally distributed random numbers x1 and x2 are produced through the pair of uniformly distributed numbers u1 and u2 according to the formulas: \(x_1 = -2 \ln u_1 \sin {2 \pi u_2}\) \(x_2 = -2 \ln u_1 \cos {2 \pi u_2}\) Then x1 and x2 are converted to lognormal distribution. |
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Inverse cumulative distribution function (ICDF) method. |
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Acceptance/rejection method for \(\lambda \geq 27\) with decomposition into four regions:
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NOTE: Methods provided for exposition purposes.