Drand48Norm Drand48Norm_sub GenrandNorm GenrandNorm_sub InitNorm RanfArrNorm RanfArrNorm_sub

RanfArrNorm() Function RanfArrNorm ( Optional Mu As  Double = 0, Optional Sigma As  Double = 1  ) 53 bit real normal random number (Ziggurat method) (Lagged Fibonacci method) Purpose Generates 53 bit real normal random number following normal distribution N(μ, σ^2). An uniform random number is generated by the random number generator based on the Lagged Fibonacci method RanfArrNext(). Then it is transformed to the normal random number by Ziggurat method. Returns Double 53 bit real normal random number. Parameters [in] Mu (Optional) The parameter μ(mean) of the normal distribution N(μ, σ^2). (default = 0) [in] Sigma (Optional) The parameter σ(standard deviation) of the normal distribution N(μ, σ^2). (default = 1) Note Same as using RanfArrNext(). See RanfArrNext() for more details. Reference D. E. Knuth, “The Art of Computer Programming Third Edition, Vol.2 / Seminumerical Algorithms”, Addison Wesley Longman, 1998. Yatsuji Tetsuaki, "Probability distribution random number generation method" 2nd ed., Pleiades Publishing, 2019. (Japanese book)