GaussianGenerationMethod Enumeration |
Method of normal distribution generation.
Namespace: FinMath.Statistics.Distributions
Assembly: FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
SyntaxC#
public enum GaussianGenerationMethod
Members| Member name | Value | Description | |
|---|---|---|---|
| BoxMuller | 0 | BOXMULLER 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 (2pi u2) | |
| BoxMuller2 | 1 | BOXMULLER2 generates normally distributed random numbers x1 and x2 thru the pair of uniformly distributed numbers u1 and u2 according to the formulas: x1 = sqrt(- ln(u1)) sin (2pi u2) x2 = sqrt(- ln(u1)) cos (2pi u2) | |
| ICDF | 2 | Inverse cumulative distribution function method. |
See Also