![]() | Float |
Member name | Value | Description |
---|---|---|
BoxMuller | 0 | 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) |
BoxMuller2 | 1 | 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) |
InverseCumulativeDistribution | 2 | Inverse cumulative distribution function method. |
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