From: hadley wickham <h.wickham@...>
Date: 2008-08-17T13:19:02+09:00
Subject: Re: Generating Normally Distributed Random Numbers?

On Sat, Aug 16, 2008 at 11:01 PM, Phlip <phlip2005@gmail.com> wrote:
> steve wrote:
>
>> If I remember my basic stats correctly from the dim distant past, isn't
>> the mean of a series of N random numbers normally distributed?
>
> There's "normal" and then there's "normal". (-:
>
> (One is your casual meaning - evenly distributed numbers - and the other is
> numbers that occupy the geometric "normal" of some function...)

A quick and dirty way of generating a normally distributed random
number is to take the average of 6 uniformly distributed numbers
(because of the central limit theorem).  It's by no means perfect, but
it's an old and useful trick.

Hadley

-- 
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