Generate a pseudorandom number from a standard normal distribution
using an inverse CDF method.
Namespace: Imsl.StatAssembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntax public virtual double NextNormal()
Public Overridable Function NextNormal As Double
public:
virtual double NextNormal()
abstract NextNormal : unit -> float
override NextNormal : unit -> float
Return Value
Type:
Double
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