Re: question about random generator

Marc Dansereau wrote: 
Hi all

I am new to this forum and to the c programming language.
If I understand, the random() function in C return numbers that follow a
uniform distribution U(0,1). Can somebody know how to generate a set of
random number that follow a normal distribution N(0,1) ? I am develloping
on power4 machine running AIX.


    First, there is no random() function in the Standard C
library.  If your system offers such a function, it is an
extra, bonus, add-on extension to C, not part of C itself.

    The rand() function generates uniformly distributed
integers in the range 0 <= rand() <= RAND_MAX <= 32767.
From this source, you can generate floating-point numbers in
the range 0 <= y < 1: `rand() / (RAND_MAX + 1.0)'.  Note
that these values may have as little as fifteen bits'
"precision;" if you need more, you may need to combine
the results of multiple rand() calls as in

    (rand() + (rand() / (RAND_MAX + 1.0))) / (RAND_MAX + 1.0)

(Pedants take note: The ambiguity in the above expression
may be considered a benefit, under the circumstances.)

    Now that you've got a source of (approximately) uniformly-
distributed numbers in [0,1), there are several ways to produce
normally-distributed numbers.  The easiest to program is surely
the "polar method" (Google is your friend); faster methods
exist if you're willing to do the extra work.  See Knuth
"The Art of Computer Programming, Volume II: Seminumerical
Algorithms."  (In fact, see Knuth anyhow: the Standard makes
almost no guarantees about the statistical "goodness" of the
rand() function, and if you're doing high-precision work you
should substitute a source whose characteristics you can
count on.)

--
Eric Sosman
esosman@xxxxxxxxxxxxxxxxxxx
.

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