
Numeric.Random.Distribution.Normal  Portability  portable  Stability  experimental  Maintainer  m.p.donadio@ieee.org 





Description 
Module for transforming a list of uniform random variables into a
list of normal random variables.


Synopsis 

normal_clt :: Int > (Double, Double) > [Double] > [Double]   normal_bm :: (Double, Double) > [Double] > [Double]   normal_ar :: (Double, Double) > [Double] > [Double]   normal_r :: (Double, Double) > [Double] > [Double] 


Documentation 

normal_clt 
:: Int  Number of uniforms to sum  > (Double, Double)  (mu,sigma)  > [Double]  U  > [Double]  X  Normal random variables via the Central Limit Theorm (not explicity
given, but see Ross) If mu=0 and sigma=1, then this will generate numbers in the range
[n2,n2] 


normal_bm 
:: (Double, Double)  (mu,sigma)  > [Double]  U  > [Double]  X  Normal random variables via the BoxMueller Polar Method (Ross, pp
450452) If mu=0 and sigma=1, then this will generate numbers in the range
[8.57,8.57] assuing that the uniform RNG is really giving full
precision for doubles. 


normal_ar 
:: (Double, Double)  (mu,sigma)  > [Double]  U  > [Double]  X  AcceptanceRejection Method (Ross, pp 448450) If mu=0 and sigma=1, then this will generate numbers in the range
[36.74,36.74] assuming that the uniform RNG is really giving full
precision for doubles. 


normal_r 
:: (Double, Double)  (mu,sigma)  > [Double]  U  > [Double]  X  Ratio Method (KindermanMonahan) (Knuth, v2, 2ed, pp 125127) If mu=0 and sigma=1, then this will generate numbers in the range
[1e15,1e15] (?) assuming that the uniform RNG is really giving full
precision for doubles. 


Produced by Haddock version 0.4 