Lognormal distribution is described with probability density function:
The value Y = ln X has normal distribution with the μ mean and the σ2 variance.
The function calculates values exp[Y], with the sample of pseudo-random values y1, …, yn from normal distribution with the μ mean and the σ2 variance is generated using the Box-Muller transform (see description of normal distribution).
See also:
ISmLogNormalDistribution | IStatistics.LogNormDist | Library of Methods and Models