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.