random_normal

Generates random numbers using a normal distribution.

Prototype

	function random_normal (
		av [1] : numeric,                       
		sd [1] : numeric,                       
		N  [*] : byte, short, integer or long   
	)

	return_val [N] :  float or double

Arguments

Scalar representing mean of the normal distribution.

Scalar representing standard deviation of the normal distribution.

Dimensions of the multi-dimensional array to be generated.

As of version 6.0.0, N can be of type long, allowing dimension sizes greater than or equal to 2 gigabytes (GB) on 64-bit systems.

Return value

Returns a floating point array of random numbers dimensioned the same as N.

The return type is floating point if the input is floating point, and double if the input is of type double.

Description

This function generates an array of random numbers using a normal distribution. If the user does not explicitly set initial values for seeds via random_setallseed, those initial seeds will be set to default values. It is recommended that the user specify these seeds. The source of this random number generator is from the random section at Netlib. The authors were Brian Brown and James Lovato. The official reference is:

Authors: P. L'Ecuyer and S. Cote
Title: Implementing a Random Number Package with Splitting Facilities
Journal: ACM Transactions on Mathematical Software 17:1, pp 98-111.

See Also

random_chi, random_gamma, random_uniform, random_setallseed, pdfx, genNormalDist

Examples

Example 1

Generate random deviates:

begin
  random_setallseed(36484749, 9494848)      ; Set seeds (suggested, NOT required)

  av    = 10.0
  sd    =  3.0
  nor   = random_normal(av, sd, (/10, 100/))  ; normal(10, 100)
end