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From: rjfrey@kepler1.UUCP (Robert J Frey)
Newsgroups: sci.math,comp.sources.wanted
Subject: Re: random numbers
Keywords: normal distribution, Gaussian
Message-ID: <60@kepler1.UUCP>
Date: 18 Feb 89 02:18:19 GMT
References: <10471@ut-emx.UUCP> <734@fcs280s.ncifcrf.gov>
Reply-To: rjfrey@kepler1.UUCP (Robert J Frey)
Distribution: na
Organization: Kepler Financial Mgmt, Setauket, NY
Lines: 21

In article <734@fcs280s.ncifcrf.gov> toms@ncifcrf.gov (Tom Schneider) writes:
>In article <10471@ut-emx.UUCP> ken@ut-emx.UUCP (kenneth Moore) writes:
>>I am looking for a program  to generate -Normal distributed
>
>...I don't know a reference, but I'm sure there are many.
>

A good reference for this sort of thing is George Fishman, Principles of
Discrete Event Simulation.  This is an excellent text and covers many other
issues relevant here, such as appropriate statistical test a RNG should pass.

There are FORTRAN-like psuedo-code descriptions of many RNG's;  most of the
algorithms are quite simple.

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|Dr. Robert J. Frey               | {acsm, sbcs, polyof}!kepler1!rjfrey      |
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