Pseudo-random real numbers, Normal distribution

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NAG[g05ddc] NAG[nag_random_normal] - Pseudo-random real numbers, Normal distribution

Calling Sequence

g05ddc(a, b)

nag_random_normal(. . .)

Parameters

a - float;

On entry: the mean , of the distribution.

b - float;

On entry: the standard deviation , of the distribution. If b is negative, the distribution of the generated numbers – though not the actual sequence – is the same as if the absolute value of b were used.

Description

	Purpose
	nag_random_normal (g05ddc) returns a pseudo-random real number taken from a Normal (Gaussian) distribution with mean and standard deviation .

	Description
	The distribution has PDF (probability density function) The function uses the method of Brent (1974).

Error Indicators and Warnings

None.

	Accuracy
	Not applicable.

	Further Comments
	None.

Examples

>	a := 1: b := 1.5: NAG:-g05cbc(0): NAG:-g05ddc(a, b);

	See Also
	Brent R P (1974) Algorithm 488 Comm. ACM 704 Kendall M G and Stuart A (1969) The Advanced Theory of Statistics (Volume 1) (3rd Edition) Griffin Knuth D E (1981) The Art of Computer Programming (Volume 2) (2nd Edition) Addison–Wesley g05 Chapter Introduction. NAG Toolbox Overview. NAG Web Site.