Modern Math NextNormal

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NextNormal

Returns a random value from the normal distribution, mean 0 and standard deviation 1.

Syntax

NextNormal( ) as float64

Notes

• Gaussian, so values far from 0 are rare but unbounded -- there is no maximum, and a loop that assumes one will eventually be surprised.
• NextNormalP is the version that takes a mean and a standard deviation.
• About 68% of draws fall within 1 of the mean and 95% within 2, which is the cheapest way to sanity-check that it is working.

Examples

#import "std/numeric"
using numeric

dim r as Rng = RngFromEntropy( )

dim as float64 total = 0
dim as int32 within = 0
for i as int32 = 1 to 2000
    dim as float64 v = r.NextNormal( )
    total += v
    if abs( v ) <= 1.0 then within += 1
next

print abs( total / 2000 ) < 0.2               '' -1 (true) -- mean near 0
print within > 1200 andalso within < 1500     '' -1 (true) -- about 68%

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Library: Math Library
Category: Math Library
Documented under: Members