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From: brnstnd@kramden.acf.nyu.edu (Dan Bernstein)
Newsgroups: comp.sources.wanted,comp.lang.c
Subject: Re: Normal distribution random number generator -- WANTED
Message-ID: <2478:Dec121:58:4090@kramden.acf.nyu.edu>
Date: 1 Dec 90 21:58:40 GMT
References: <1015@qusung.queensu.CA> <wilf.660026793@rigel.sce.carleton.ca>
Organization: IR
Lines: 13

In article <wilf.660026793@rigel.sce.carleton.ca> wilf@sce.carleton.ca (Wilf Leblanc) writes:
> >I am looking for C source code to generate normal distribution
> >random numbers.
> Add M random uniform random numbers x (where x is between 0 and
> N/M).  Using M = 12 to 30, will generate random variables which
> are very close to normal,

There are many methods available which are not only accurate but also a
lot faster than generating and summing thirty numbers. (It's also very
dangerous to add successive outputs of a linear congruential sequence.)
Look in Knuth chapter 3 to find some good techniques.

---Dan


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