.ModelicaTest.Math.Random.Internal.quantileNormalSimple

Information

This function returns a random number according to a normal distribution. This means that 99.7 % of the returned random numbers are in the range:

mu-3*sigma ≤ y ≤ mu+3*sigma

This function is only for test purposes. It computes the quantile (= inverse cumulative distribution function) of a normal distribution with a reduced precision of about 1e-7.

For more details of this distribution see Wikipedia.

Interface

function quantileNormalSimple
  extends Modelica.Icons.Function;
  input Real u(min = 0, max = 1) "Random number in the range 0 <= u <= 1";
  input Real mu = 0 "Expectation (mean) value of the normal distribution" annotation(
    Dialog);
  input Real sigma = 1 "Standard deviation of the normal distribution" annotation(
    Dialog);
  output Real y "Random number u transformed according to the given distribution";
end quantileNormalSimple;

Revisions

Date	Description
June 22, 2015	Initial version implemented by A. Klöckner, F. v.d. Linden, D. Zimmer, M. Otter. DLR Institute of System Dynamics and Control