Generate a random number generator for lognormal deviates
This functionality does not run in MATLAB.
stats::lognormalRandom(m
, v
, <Seed = s
>)
stats::normalRandom(m, v)
returns a procedure
that produces lognormal deviates
(random numbers) with location parameter m and
shape parameter v > 0.
A random variable X is lognormally distributed if ln(X) is a normally distributed variable. The "location parameter" m of X is the mean of ln(X) and the "shape parameter" v is the variance of ln(X).
The procedure f := stats::lognormalRandom(m, v)
can
be called in the form f()
. The return value of f()
is
either a floatingpoint number or a symbolic expression:
If m
and v
can be converted
to floatingpoint numbers, f()
returns a real floating
point number. Otherwise, the symbolic call stats::lognormalRandom(m,
v)()
is returned.
Numerical values of m
and v
are
only accepted if they are real and v is
positive.
The values X = f()
are distributed randomly
according to the cumulative distribution function of the lognormal
distribution with parameters m
and v
.
For any real x,
the probability that X ≤ x is
given by
.
Without the option Seed = s
, an initial seed
is chosen internally. This initial seed is set to a default value
when MuPAD^{®} is started. Thus, each time MuPAD is started
or reinitialized with the reset
function,
random generators produce the same sequences of numbers.
Note:
In contrast to the function 
For efficiency, it is recommended to produce sequences of K random
numbers via f := stats::lognormalRandom(m, v): f() $k = 1..K
rather
than by stats::lognormalRandom(m, v)() $k = 1..K
.
The latter call produces a sequence of generators each of which is
called once. Also note that stats::lognormalRandom(m, v,
Seed = n)() $k = 1..K
does not produce a random sequence,
because a sequence of freshly initialized generators would be created
each of them producing the same number.
The function is sensitive to the environment variable DIGITS
which
determines the numerical working precision.
We generate lognormal deviates with location parameter 2 and shape parameter :
f := stats::normalRandom(2, 3/4): f() $ k = 1..4
delete f:
With symbolic parameters, no random floatingpoint numbers can be produced:
f := stats::lognormalRandom(m, v): f()
When m and v evaluate
to real numbers, f
starts to produce random floating
point numbers:
m := PI/10: v := 1/8: f() $ k = 1..4
delete f, m, v:
We use the option Seed = s
to reproduce a
sequence of random numbers:
f := stats::lognormalRandom(1, 3, Seed = 1): f() $ k = 1..4
g := stats::lognormalRandom(1, 3, Seed = 1): g() $ k = 1..4
f() = g(), f() = g()
delete f, g:

The location parameter: an arithmetical expression representing a real value 

The shape parameter: an arithmetical expression representing a positive real value 

Option, specified as Initializes the random generator with the integer seed This option serves for generating generators that return predictable
sequences of pseudorandom numbers. The generator is initialized with
the seed When this option is used, the parameters 
The implementation uses stats::normalRandom
.