RandLib
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Published
20 hours ago •
astralord
astralord
Improve implementation for characteristic function of Log-normal distribution
We integrate numerically on semi-finite interval in order to get CF of LogNormalRand. However, there exist at least two more ways to do it:
- we can use divergent Taylor series expansion
- or the Laplace transform, described in this 📝 , which requires implementation of Lambert-W function for pure imaginary argument
