Abstract
The random variable\(\left( {\prod {_{i = 1}^n {{X_i } \mathord{\left/ {\vphantom {{X_i } {X_{i + n} }}} \right. \kern-\nulldelimiterspace} {X_{i + n} }}} } \right)^{{1 \mathord{\left/ {\vphantom {1 {\sqrt {2n} }}} \right. \kern-\nulldelimiterspace} {\sqrt {2n} }}}\) is used to generate standard log-normal variables Λ(0, 1), where theX i are independent uniform variables on [0, 1].
Zusammenfassung
Die Zufallsvariable\(\left( {\prod {_{i = 1}^n {{X_i } \mathord{\left/ {\vphantom {{X_i } {X_{i + n} }}} \right. \kern-\nulldelimiterspace} {X_{i + n} }}} } \right)^{{1 \mathord{\left/ {\vphantom {1 {\sqrt {2n} }}} \right. \kern-\nulldelimiterspace} {\sqrt {2n} }}}\) wird benutzt, um Zufallszahlen der standardisierten logarithmischen Normalverteilung Λ(0, 1) zu erzeugen. DieX i sind unabhängige, über [0, 1] gleichverteilte Zufallsvariablen.
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Chamayou, J.M.F. On a direct algorithm for the generation of log-normal pseudo-random numbers. Computing 16, 69–76 (1976). https://doi.org/10.1007/BF02241981
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DOI: https://doi.org/10.1007/BF02241981