Module quickrand_normal

Quick Normal Distribution Random Number Generation

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Copyright © 2017-2022 Michael Truog

Version: 2.0.5 Jun 20 2023 17:54:03 ------------------------------------------------------------------------

Authors: Michael Truog (mjtruog at protonmail dot com).

Description

Quick Normal Distribution Random Number Generation

Function Index

box_muller/2

Box-Muller transformation for generating Gaussian noise.

Has numerical stability problems when X1 is very close to zero.

Function Details

box_muller/2

box_muller(Mean::number(), StdDev::number()) -> {Result1::float(), Result2::float()}

Box-Muller transformation for generating Gaussian noise.

Has numerical stability problems when X1 is very close to zero. This is a serious problem for stochastic modeling that is generating millions of numbers. If the result is used with added noise (e.g., creating a process sleep value) then it isn't a problem.


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