comment on

The Perl Cookbook provides this code:

sub gaussian_rand {
    my ($u1, $u2);  # uniformly distributed random numbers
    my $w;          # variance, then a weight
    my ($g1, $g2);  # gaussian-distributed numbers

    do {
        $u1 = 2 * rand() - 1;
        $u2 = 2 * rand() - 1;
        $w = $u1*$u1 + $u2*$u2;
    } while ( $w >= 1 );

    $w = sqrt( (-2 * log($w))  / $w );
    $g2 = $u1 * $w;
    $g1 = $u2 * $w;
    # return both if wanted, else just one
    return wantarray ? ($g1, $g2) : $g1;
}
[download]

and notes:

The gaussian_rand function [generates] two numbers with a mean of 0 and a standard deviation of 1 (i.e., a Gaussian distribution). To generate numbers with a different mean and standard deviation, multiply the output of gaussian_rand by the new standard deviation, and then add the new mean

In reply to Re: How do I get random numbers that follow standard distribution? by Roy Johnson
in thread How do I get random numbers that follow standard distribution? by sinan

Are you posting in the right place? Check out Where do I post X? to know for sure.
Posts may use any of the Perl Monks Approved HTML tags. Currently these include the following:
<code> <a> <b> <big> <blockquote> <br /> <dd> <dl> <dt> <em> <font> <h1> <h2> <h3> <h4> <h5> <h6> <hr /> <i> <li> <nbsp> <ol> <p> <small> <strike> <strong> <sub> <sup> <table> <td> <th> <tr> <tt> <u> <ul>
Snippets of code should be wrapped in <code> tags not <pre> tags. In fact, <pre> tags should generally be avoided. If they must be used, extreme care should be taken to ensure that their contents do not have long lines (<70 chars), in order to prevent horizontal scrolling (and possible janitor intervention).
Want more info? How to link or How to display code and escape characters are good places to start.


Perl Monk, Perl Meditation
	PerlMonks