Drand48Norm Drand48Norm_sub GenrandNorm GenrandNorm_sub InitNorm RanfArrNorm RanfArrNorm_sub

RanfArrNorm_sub() Sub RanfArrNorm_sub ( Ret As  Double, Optional Mu As  Double = 0, Optional Sigma As  Double = 1  ) 53 bit real normal random number (Ziggurat method) (Lagged Fibonacci method) (Subroutine version) 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. Parameters [out] Ret 53 bit real normal random number. [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) 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)