g05ddf

g05ddf © Numerical Algorithms Group, 2002.

Purpose

G05DDF Pseudo-random real numbers, Normal distribution

Synopsis

[fun_value] = g05ddf(a,b)

Description

 
 The distribution has PDF (probability density function)
 
                                     (       2)
                             1       (  (x-a) )
                    f(x)= --------exp(- ------)
                             _____   (     2  )
                          b\/2(pi)   (   2b   )
 
 G05FDF may be used to generate a vector of n pseudo-random 
 numbers from a Normal distribution, but these are not the same as
 n successive values of G05DDF, because G05FDF uses a different 
 method. However on vector-processing machines G05FDF is likely to
 be much faster.

Parameters

g05ddf

Required Input Arguments:

a                                     real
b                                     real