Xref: utzoo sci.math:5666 comp.sources.wanted:6341
Path: utzoo!utgpu!jarvis.csri.toronto.edu!mailrus!purdue!haven!ncifcrf!toms
From: toms@ncifcrf.gov (Tom Schneider)
Newsgroups: sci.math,comp.sources.wanted
Subject: Re: random numbers
Keywords: normal distribution, Gaussian
Message-ID: <734@fcs280s.ncifcrf.gov>
Date: 13 Feb 89 20:41:26 GMT
References: <10471@ut-emx.UUCP>
Reply-To: toms@ncifcrf.gov (Tom Schneider)
Distribution: na
Organization: NCI Supercomputer Center, Frederick, MD
Lines: 27

In article <10471@ut-emx.UUCP> ken@ut-emx.UUCP (kenneth Moore) writes:
>I am looking for a program  to generate -Normal distributed
> random numbers (for any mean and standard deviation).I would
> be very thankful if any one can suggest a good source code
> or send me one.
> e-mail: (ken@emx.utexas.edu)

The simplest way to generate such numbers is to add together several
flat distribution numbers.  This is very costly, and there is a better way.
A friend showed me how to do this last week, so I put the code together
today.  It works fine.  The program is in Pascal, and should work
on any machine with a good compiler.  Send me a note if you want a copy.
It's not hard to do.  If U is a member of the set [0..1] and Un and Un+1
are two members, then define
   theta = Un 2 pi
   r     = sqrt(-2 ln(Un+1)) 
then when these polar coordinates are converted to Cartesian
coordinates, one gets two independent Normally distributed numbers
with mean 0 and standard deviation 1.  To get other standard deviations
multiply by a constant, and to get other means, add a constant.
I don't know a reference, but I'm sure there are many.

  Tom Schneider
  National Cancer Institute
  Laboratory of Mathematical Biology
  Frederick, Maryland
  toms@ncifcrf.gov