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Even though I don't quite understand why and how this works, I appreciate how simple it is to generate a set of numbers which are Poisson distributed:

public static int getPoisson(double lambda) {
    double l = Math.exp(-lambda);
    double p = 1.0;
    int k = 0;

    do {
        k++;
        p *= Math.random();
    } while (p > l);

    return k - 1;
}

This "generating" function is basically from this book were I also find generating functions for the binomial and the geometric distribution.

But I did not find a simple generating function for the log-normal distribution. Either the author calls this distribution the "logarithmic series distribution" (then the generating function would not be simple), or it is missing. In the latter case I am looking for some pseudo-code.

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    $\begingroup$ You can probably find details about how to create a random number generator for a normal distribution; then you just have to take the exponent of it. $\endgroup$ – jwimberley Aug 5 at 14:19
  • $\begingroup$ @jwimberley: do you want to post your comment(s) as an answer? Better to have a short answer than no answer at all. Anyone who has a better answer can post it. $\endgroup$ – Stephan Kolassa Aug 5 at 14:21
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    $\begingroup$ The logarithmic series distribution is a completely different beast. $\endgroup$ – Nick Cox Aug 5 at 15:32
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Since the log-normal distribution is defined as the distribution of exp(X) where X is a random variable following a normal distribution, you need only find details about how to sample a random number from a normal distribution, and take its exponent.

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    $\begingroup$ Sorry, but don't you mean "take its logarithm"? $\endgroup$ – Hans-Peter Stricker Aug 5 at 14:33
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    $\begingroup$ No, I do not. If If X is log-normally distributed, then log(X) is normally distributed, which is what you are probably thinking of. But I'm describing generating a normally distributed Y=log(X) directly. You couldn't take the logarithm of a normally distributed value, anyways, since the normal distribution has support on the negative real numbers, outside the domain of the logarithm. $\endgroup$ – jwimberley Aug 5 at 14:38
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    $\begingroup$ The term lognormal is in a sense backward as a lognormal distribution is, as said, an exponentiated normal. The lognormal is named for what you can do with it -- take logarithms, and you get a normal -- rather than for what you need to do to get it. Although it would be appealing to start all over again with statistical terminology -- the term normal is itself a source of much confusion and misunderstanding -- in practice we have to muddle through and hope that with slow campaigns some usages will fade away and better terms will take their place. $\endgroup$ – Nick Cox Aug 5 at 15:14
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    $\begingroup$ Devroye discusses generating from the normal distribution in chapter 9. In the section on normal distributions, an exercise about lognormal distributions (p. 392) mentions this approach, and also hints at a faster/more direct approach to generating lognormal variates. $\endgroup$ – Chris Haug Aug 5 at 16:32

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