ESBPCS for VCL
ESB Professional Computation Suite for VCL
Unit: ESBPCSRandom

This unit supplies Random Number Generators based on Probability Distributions for ESBPCS.

Includes Routines Covering:

• Normally Distributed Random Numbers.

• Lognormally Distributed Random Numbers.

• Gamma Distributed Random Numbers.

• Chi-squared Distributed Random Numbers.

• Exponentially Distributed Random Numbers.

• Weibull Distributed Random Numbers.

• Beta Distributed Random Numbers.

• Student-t Distributed Random Numbers.

• Poisson Distributed Random Numbers.

• Binomial Distributed Random Numbers.

• Negative Binomial Distributed Random Numbers.

• Inverse Gaussian Distributed Random Numbers.

• Multivariate Normally Distributed Random Numbers.

• von Mises Distributed Random Numbers.

• Cauchy Distributed Random Numbers.

Notes:

• Adaptation of the AMRandom Freeware, so that it is better integrated with ESBPCS.

• Based on Alan Miller's FORTRAN Library and converted to Delphi by ESB and included with permission of Alan Miller.

• Delphi's own random number generator, Random, is used to provide a source of uniformly distributed random numbers, though it can be replaced.

• Support included for EFD's MRNG.pas.