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On a direct algorithm for the generation of log-normal pseudo-random numbers
Author(s) -
J.M.F. Chamayou
Publication year - 1976
Publication title -
computing
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.409
H-Index - 60
eISSN - 1436-5057
pISSN - 0010-485X
DOI - 10.1007/bf02241981
Subject(s) - mathematics , combinatorics , random variable , statistics
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 theXi are independent uniform variables on [0, 1].

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