Re: How do I get random numbers that follow standard distribution?

sub norm{
    my $v1,$v2,$r;
    if( defined $v2 ){
        $v1 = $v2;
        undef $v2;
    }else{
        do{
            $v1=rand(2)-1;
            $v2=rand(2)-1;
            $r = $v1*$v1+$v2*$v2;
        }while( $r >= 1 || $r == 0 );
        $r = sqrt(-2*(log $r)/$r);
        $v1 *= $r;
        $v2 *= $r;
   }
   return $v1;
}
[download]

Comment on Re: How do I get random numbers that follow standard distribution? Download Code

Replies are listed 'Best First'.
Re: Answer: How do I get random numbers that follow standard distribution? by jimbojones (Friar) on Feb 16, 2005 at 23:01 UTC
Just to let others know: this method appears to be from "Numerical Recipes in C", which is now available, full-form, online. See c7-2.pdf. this also features recipes for other distributions, plus lots of other good stuff .... - j	[reply]
Re: Answer: How do I get random numbers that follow standard distribution? by Roy Johnson (Monsignor) on Feb 17, 2005 at 15:31 UTC
This is a buggy translation from Knuth. $v2 will never be defined; it should have been declared outside the sub. Caution: Contents may have been coded under pressure.	[reply]