So most programming languages contain a rand() functionality whereby you can generate a random number between 0 to 1....
My question is, is there a way to manipulate this standard rand() functionality such that you are able to instead draw a random number from normal distribution with a mean and standard deviation?
Notice that I'm not asking whether or not a language has a normal distribution functionality built in, I'm asking if you can "simulate" drawing a normal distribution random variable using a rand() function...
Here is a simple way that works (from here):
static Random r = new Random();
static double Normal(double mu, double sig)
{
double u, v, x, y, q;
do
{
u = r.NextDouble();
v = 1.7156 * (r.NextDouble() - 0.5);
x = u - 0.449871;
y = Math.Abs(v) + 0.386595;
q = Math.Sqrt(x) + y * (0.19600 * y - 0.25472 * x);
} while (q > 0.27597 && (q > 0.27846 || Math.Sqrt(v) > -4.0 * Math.Log(u) * Math.Sqrt(u)));
return mu + sig * v / u;
}
来源:https://stackoverflow.com/questions/8739851/drawing-random-number-from-a-standard-normal-distribution-using-the-standard-ran