functionNormal
Normal
Extends from Var (prototype for variate generation functions).
Information
Normal
Normal probability distribution function.
Syntax
Normal(g,mu,sigma2)
Description
Generates a random variate following the Normal probability distribution, with mean mu and variance sigma2.
The algorithm used for this distribution is the same that the one implemented in SIMAN, and is detailed in:
J.D. Beasley and S.G. Springer (1977), The Percentage Points of the Normal Distribution, Applied Statistics, vol. 26, pp: 118-121.
Examples
(u,g) := Normal(g,0,1);
Inputs
| Type | Name | Default | Description |
|---|---|---|---|
| Generator | g (from Var) | Random number generator | |
| Real | a (from Var) | 0 | First parameter of the prob. distribution |
| Real | b (from Var) | 0 | Second parameter of the prob. distribution |
| Real | c (from Var) | 0 | Third parameter of the prob. distribution (only for the Johnson and Triangular distributions) |
| Real | d (from Var) | 0 | Fourth parameter of the prob. distribution (only for the Johnson distribution) |
Outputs
| Type | Name | Default | Description |
|---|---|---|---|
| Real | x (from Var) | Generated random variate | |
| Generator | gout (from Var) | Updated random number generator |