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DoubleRandomGaussianDistributionGenerationMethod Enumeration

Enumeration specifying different methods of random number generation.

Namespace: CenterSpace.NMath.Core
Assembly: NMath (in NMath.dll) Version: 7.4
Syntax
public enum GenerationMethod
Members
Member nameValueDescription
BoxMuller0 Generates normally distributed random number x thru the pair of uniformly distributed numbers u1 and u2 according to the formula: x=sqrt(-ln(u1))*sin(2*Pi*u2)
BoxMuller21 Generates pair of normally distributed random numbers x1 and x2 thru the pair of uniformly dustributed numbers u1 and u2 according to the formula: x1=sqrt(-ln(u1))*sin(2*Pi*u2) x2=sqrt(-ln(u1))*cos(2*Pi*u2)
InverseCumulativeDistribution2 Inverse cumulative distribution function method.
See Also