.DESLib.RandomLib.Variates.Continuous.Normal

Information

Normal

Normal probability distribution function.

Syntax

Normal(g,mu,sigma2)

Description

Generates a random variate following the Normal probability distribution, with mean mu and variance sigma2.

The algorithm used for this distribution is the same that the one implemented in SIMAN, and is detailed in:

J.D. Beasley and S.G. Springer (1977), The Percentage Points of the Normal Distribution, Applied Statistics, vol. 26, pp: 118-121.

Examples

(u,g) := Normal(g,0,1);

Interface

function Normal
  extends Var;
end Normal;