Generate a pseudorandom number from a standard normal distribution
using an inverse CDF method.
Namespace:
Imsl.StatAssembly: ImslCS (in ImslCS.dll) Version: 6.5.0.0
Syntax
| C# |
|---|
public virtual double NextNormal() |
| Visual Basic (Declaration) |
|---|
Public Overridable Function NextNormal As Double |
| Visual C++ |
|---|
public: virtual double NextNormal() |
Return Value
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.
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.
