2.4.2 Normal Distribution



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2.4.2 Normal Distribution

  It can be shown [88] that given two uniform deviates random numbers and , two independent normal deviates with zero mean and a standard deviation of one can be generated according to the system of equations:

The transformation can then be used to calculate the values of the variates when chosen from the normal pdf with mean and standard deviation .



Martin Stiftinger
Tue Aug 1 19:07:20 MET DST 1995