Distribution functions


The stochastically assignment uses the following distribution functions:

 

Normal distribution

The normal distribution has the density function:

 

 

Input values for the generation of normally distributed values (x) are:

 

σ = Standard deviation

σ2 = Variance

µ = Mean value

 


Density function for nearly 18,000 generated values using a normal distribution

 

 

Log-normal distribution

In the log-normal distribution the logarithm of the generated values is normally distributed:

 

 

 

Input values for the generation of log-normally distributed values (x > 0) are:

 

σ = Standard deviation

σ2 = Variance

µ = Mean value

 


Density function for nearly 18,000 generated values using a log-normal distribution

 

Exponential distribution (uncorrelated generation only)

The exponential distribution has for x > 0 the density function:

 

Input value for the generation of exponential distributed values x > 0 is the mean value μ.

 


Density function for nearly 18,000 generated values using an exponential distribution