Random number - normally distributed

[David Veeneman]

Hi-- I'm looking for a simple function to generate a normally distributed
series of random numbers using the .NET Random class. The Random class
generates uniformly distributed random numbers, and I need numbers that are
normally distributed (that fall under a bell-shaped curve). Plus, I need to
be able to document the method by citing a standard formula or text as its
source.

Has anyone got such a method handy? Thanks in advance.

David Veeneman
Foresight Systems

 

[Fred Mellender]

You could look in section 7.2 of Numerical Recipes in C, which is on the web
at
http://www.library.cornell.edu/nr/bookcpdf.html It will point you to
references for other methods as well.

 

[Steve Walker]

Hi-- I'm looking for a simple function to generate a normally distributed
series of random numbers using the .NET Random class. The Random class
generates uniformly distributed random numbers, and I need numbers that are
normally distributed (that fall under a bell-shaped curve). Plus, I need to
be able to document the method by citing a standard formula or text as its
source.

Has anyone got such a method handy? Thanks in advance.

You could use Central Limit Theorem; although the distribution generated
by the Random class is uniform, the means of samples from it will be
normally distributed. The output from this looks normal to me, but you
could always test that statistically:

class Class1
{

[STAThread]
static void Main(string[] args)
{
using(StreamWriter s = File.CreateText(@"C:\file.txt"))
{
for(int j=0;j<10000;j++)
{
int i = GetRandom();
Console.WriteLine(i);
s.WriteLine(i);
}
}
}
static Random r = new Random();
static int GetRandom()
{
int total=0;
for(int i=0;i<20;i++)
{
total+=r.Next(100);
}
return total/20;
}
}