Namespace:
Imsl.Stat
Assembly:
ImslCS (in ImslCS.dll) Version: 6.5.0.0
Syntax
| C# |
|---|
public virtual double NextNormalAR() |
| Visual Basic (Declaration) |
|---|
Public Overridable Function NextNormalAR As Double |
| Visual C++ |
|---|
public: virtual double NextNormalAR() |
Return Value
A double which represents a pseudorandom number from a standard normal distribution.Remarks
NextNormalAR generates pseudorandom numbers from a standard normal (Gaussian) distribution using an acceptance/rejection technique due to Kinderman and Ramage (1976). In this method, the normal density is represented as a mixture of densities over which a variety of acceptance/rejection methods due to Marsaglia (1964), Marsaglia and Bray (1964), and Marsaglia, MacLaren, and Bray (1964) are applied. This method is faster than the inverse CDF technique used in NextNormal to generate standard normal deviates.
Deviates from the normal distribution with mean
and standard deviation
can be obtained by scaling the output
from NextNormalAR. To do this first scale the output of
NextNormalAR by and then add
to the result.
