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On a direct algorithm for the generation of log-normal pseudo-random numbers
The random variable ( Pi /sub i=1//sup n/X/sub i//X/sub i+n/)/sup 1/ square root 2n/ is used to generate standard log normal variables Lambda (0, 1), where the X/sub i/ are independent uniform variables on (0, 1). (8 refs).
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| Lenguaje: | eng |
| Publicado: |
1975
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| Acceso en línea: | http://cds.cern.ch/record/307939 |