previous up next print clean
Next: Better multipliers Up: GENERATING RANDOM SEQUENCES Previous: Uniform distribution

Normal Distribution

Knuth (pp. 117-127) discusses several methods of generating sequences with Normal distribution, and I prefer the Polar Method due to Box, Muller & Marsaglia, and referenced by Knuth. In SUB5 I combine integer shuffling, Uniform scaling and shifting, and Gaussian mapping into a single subroutine.

Stanford Exploration Project
11/18/1997