Generate a pseudorandom number from a standard normal distribution using an inverse CDF method.
public virtual double NextNormal();
Return Value
A double which represents a pseudorandom number from a standard normal distribution.
Remarks
In this method, a uniform (0,1) random deviate is generated, then the inverse of the normal distribution function is evaluated at that point using InverseNormal. This method is slower than the acceptance/rejection technique used in NextNormalAR to generate standard normal deviates. Deviates from the normal distribution with mean 
and standard deviation 
can be obtained by scaling the output from NextNormal. To do this first scale the output of NextNormal by and then add to the result.
See Also
Random Class | Imsl.Stat Namespace | Example