Drand48Norm Drand48Norm_sub GenrandNorm GenrandNorm_sub InitNorm RanfArrNorm RanfArrNorm_sub

GenrandNorm() Function GenrandNorm ( Optional Mu As  Double = 0, Optional Sigma As  Double = 1  ) 53 bit real normal random number (Ziggurat method) (Mersenne Twister) Purpose Generates 53 bit real normal random number following normal distribution N(μ, σ^2). An uniform random number is generated by the Mersenne Twister random number generator GenrandRes53(). 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 GenrandRes53(). See GenrandRes53() for more details. Reference Mersenne Twister Home Page Yatsuji Tetsuaki, "Probability distribution random number generation method" 2nd ed., Pleiades Publishing, 2019. (Japanese book)