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RandomNextNormal Method
Generate a pseudorandom number from a standard normal distribution using an inverse CDF method.

Namespace: Imsl.Stat
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntax
public virtual double NextNormal()

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 x_m and standard deviation x_{std} can be obtained by scaling the output from NextNormal. To do this first scale the output of NextNormal by x_{std} and then add x_m to the result.
See Also