public virtual double NextNormalAR()

Public Overridable Function NextNormalAR As Double

public:
virtual double NextNormalAR()

abstract NextNormalAR : unit -> float 
override NextNormalAR : unit -> float 

Return Value

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.

Reference

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