and notes:sub gaussian_rand { my ($u1, $u2); # uniformly distributed random numbers my $w; # variance, then a weight my ($g1, $g2); # gaussian-distributed numbers do { $u1 = 2 * rand() - 1; $u2 = 2 * rand() - 1; $w = $u1*$u1 + $u2*$u2; } while ( $w >= 1 ); $w = sqrt( (-2 * log($w)) / $w ); $g2 = $u1 * $w; $g1 = $u2 * $w; # return both if wanted, else just one return wantarray ? ($g1, $g2) : $g1; }
The gaussian_rand function [generates] two numbers with a mean of 0 and a standard deviation of 1 (i.e., a Gaussian distribution). To generate numbers with a different mean and standard deviation, multiply the output of gaussian_rand by the new standard deviation, and then add the new mean
In reply to Re: How do I get random numbers that follow standard distribution?
by Roy Johnson
in thread How do I get random numbers that follow standard distribution?
by sinan
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