Name:rdevdict::lognormal - lognormal random deviate generator
Description:
Generates lognormally distributed random numbers.
p(x) = 1 / (x * sigma * \sqrt{2 pi}) * exp (-(ln(x)-mu)^2 / 2 sigma^2)
Parameters:
mu - mean of the underlying normal distribution (default: 0.0)
sigma - standard deviation of the underlying normal distribution (default: 1.0)
Remarks:
Mean and variance of the lognormal numbers are given by
E[X] = exp(mu + sigma^2/2)
Var[X] = (exp(sigma^2) - 1) * E[X]^2
Author:
Hans Ekkehard Plesser
SeeAlso:
Source:/opt/conda/conda-bld/nest_1510212701067/work/nest-2.14.0/librandom/lognormal_randomdev.h