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From: jrv@sdimax2.mitre.org (VanZandt)
Newsgroups: comp.lang.c
Subject: Re: Normal distribution random number generator -- WANTED
Keywords: random number generator
Message-ID: <127217@linus.mitre.org>
Date: 11 Dec 90 13:38:03 GMT
References: <1015@qusung.queensu.CA> <86482@tut.cis.ohio-state.edu>
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In article <86482@tut.cis.ohio-state.edu> Brian Adkins <adkins@cis.ohio-state.edu> writes:
>>I am looking for C source code to generate normal distribution
>>random numbers. 
>
>I'm not sure if this is exactly what you want, but the Box-Muller method
>takes a pair of independent uniform variables ("regular random numbers") 
                 ^^^^^^^^^^^
>and creates a pair of standard normal variables:
>...

If the two variables you start with are correlated, the resulting numbers
won't have a normal distribution.  Make sure you have a good RNG if you use
this method, or maybe discard a few numbers between the two you use.

                               - Jim Van Zandt