From: Damien Joly <do_joly@...>
Date: 2002-04-04T07:35:26+09:00
Subject: random numbers with a particualr statistical distribution

Has anyone out there written code in Ruby to generate
random numbers with a particular statistical
distribution.  I know algorithms exist in C/C++:

http://www.ulib.org/webRoot/Books/Numerical_Recipes/bookcpdf/c7-2.pdf

and

http://www.ulib.org/webRoot/Books/Numerical_Recipes/bookcpdf/c7-3.pdf

But it would be handy to have the common distributions
available in Ruby.  Generating a random deviate with
mean = x and standard deviation = y is easy (see
below), but the other distributions can get quite
ugly.

Thanks,

Damien

def norm(mean,sd)
  mean+(Math.log10((1+(2*rand()-
1))/(1-(2*rand()-1)))/1.82)*3*sd
end

a = norm(x,y)

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