Use 'trandn' function to draw random numbers from a lognormal distribution

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Shlomit Sharoni
Shlomit Sharoni le 27 Mai 2020
Commenté : Shlomit Sharoni le 27 Mai 2020
Hi,
Is it possible to use the function 'trandn' to draw random number from a lognormal distribution?
For example:
mu=2;
sigma=1;
upper_bound=10;
Thanks

Réponses (1)

Jeff Miller
Jeff Miller le 27 Mai 2020
An easy way to get random numbers from a lognormal distribution is to get random numbers from a normal distribution and then exponentiate them. So you could use trand to generate truncated normals (rn) and then form rln = exp(rn).
  1 commentaire
Shlomit Sharoni
Shlomit Sharoni le 27 Mai 2020
Hi,
Thanks for the reply, however, I am not sure that conduct a normal distribution, and exponent the results, is like conduct a lognormal distribution..

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