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January 22, 2005
Random numbers: Normal Distribution II
We present a simple macro that returns a random number with normal distribution.
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To verify the correctness of our macro, we invoke this function many times and calculate the average and standard deviation of the resulting random data. For normally distribution, we are loking for an average close to 0.0 and a standard deviation close to 1.0
Function RandNormal As Double
randomize
Dim PI As Double
PI = 3.1412
RandNormal = sqr(-2 * log(1-rnd())) * cos(rnd() * 2 * PI)
End Function
randomize
Dim PI As Double
PI = 3.1412
RandNormal = sqr(-2 * log(1-rnd())) * cos(rnd() * 2 * PI)
End Function
To verify the correctness of our macro, we invoke this function many times and calculate the average and standard deviation of the resulting random data. For normally distribution, we are loking for an average close to 0.0 and a standard deviation close to 1.0