2.7.11.2 Other Distributions
2.7.11.2.1 Continuous Symmetric Distributions
Rand_Cauchy(Mu, Sigma, Stream) . Cauchy distribution. Parameters:
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Mu = Mean.
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Sigma = Standard deviation.
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Stream = Random number stream.
Rand_Student(N, Stream) . Student's-t distribution. Parameters:
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N = degrees of freedom.
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Stream = Random number stream.
Rand_Normal(Mu, Sigma, Stream) . Normal distribution. Parameters:
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Mu = Mean.
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Sigma = Standard deviation.
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Stream = Random number stream.
Rand_Gauss(Mu, Sigma, Stream) . Gaussian distribution. Like Rand_Normal(), but a bit faster.
Parameters:
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Mu = Mean.
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Sigma = Standard deviation.
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Stream = Random number stream.
2.7.11.2.2 Continuous Skewed Distributions
Rand_Spline(Spline, Stream) . This macro takes a spline describing the desired distribution. The T
value of the spline is the output value, and the .y value its chance of occuring. Parameters:
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Spline = A spline determining the distribution.
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Stream = Random number stream.
Rand_Gamma(Alpha, Beta, Stream) . Gamma distribution. Parameters:
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Alpha = Shape parameter > 0.
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Beta = Scale parameter > 0.
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Stream = Random number stream.
Rand_Beta(Alpha, Beta, Stream) . Beta variate. Parameters:
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Alpha = Shape Gamma1.
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Beta = Scale Gamma2.
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Stream = Random number stream.
Rand_Chi_Square(N, Stream) . Chi Square random variate. Parameters:
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N = Degrees of freedom (integer).
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Stream = Random number stream.
Rand_F_Dist(N, M, Stream) . F-distribution. Parameters:
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N, M = Degrees of freedom.
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Stream = Random number stream.
Rand_Tri(Min, Max, Mode, Stream) . Triangular distribution Parameters:
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Min, Max, Mode : Min < Mode < Max.
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Stream = Random number stream.
Rand_Erlang(Mu, K, Stream) . Erlang variate. Parameters:
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Mu = Mean >= 0.
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K = Number of exponential samples.
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Stream = Random number stream.
Rand_Exp(Lambda, Stream) . Exponential distribution. Parameters:
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Lambda = rate = 1/mean.
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Stream = Random number stream.
Rand_Lognormal(Mu, Sigma, Stream) . Lognormal distribution. Parameters:
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Mu = Mean.
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Sigma = Standard deviation.
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Stream = Random number stream.
Rand_Pareto(Alpha, Stream) . Pareto distribution. Parameters:
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Alpha = ?
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Stream = Random number stream.
Rand_Weibull(Alpha, Beta, Stream) . Weibull distribution. Parameters:
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Alpha = ?
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Beta = ?
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Stream = Random number stream.
2.7.11.2.3 Discrete Distributions
Rand_Bernoulli(P, Stream) and Prob(P, Stream) . Bernoulli distribution. Output is true
with probability equal to the value of P and false with a probability of 1 - P. Parameters:
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P = probability range (0-1).
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Stream = Random number stream.
Rand_Binomial(N, P, Stream) . Binomial distribution. Parameters:
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N = Number of trials.
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P = Probability (0-1)
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Stream = Random number stream.
Rand_Geo(P, Stream) . Geometric distribution. Parameters:
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P = Probability (0-1).
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Stream = Random number stream.
Rand_Poisson(Mu, Stream) . Poisson distribution. Parameters:
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Mu = Mean.
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Stream = Random number stream.
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