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From: | Eli Zaretskii <eliz AT is DOT elta DOT co DOT il> |
Newsgroups: | comp.os.msdos.djgpp |
Subject: | Re: randN |
Date: | Tue, 23 Nov 1999 09:16:55 +0200 |
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On 22 Nov 1999, Hans-Bernhard Broeker wrote: > The typical method works by transforming the distribution. A much simpler way is to generate 6 uniform random number (by calling e.g. rand() 6 times), then return their average, suitably scaled to give the normal Gaussian deviate (if I'm not mistaken, subtract 3 from the average and divide the result by the square root of 2). While seemingly stupid, this method is actually good enough to be included as part of respectable numerical libraries such as IMSL. The theory behind it is the well-known theorem which states that the sum of a large number of independent random numbers approaches the normal distribution.
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