Gregory Lypny <[EMAIL PROTECTED]> on Mon, 1 Oct 2001
12:08:57 -0400 queried
> Hi,
>
> I'm wondering whether anyone has a function or script
to draw from a
> Normal distribution with mean zero and variance one ---
N(0,1) --- that
> they might be willing to share.
>
> Regards,
>
> Greg
>
>
>
>
____________________________________________________________
> Gregory Lypny
> Associate Professor
> John Molson School of Business
> Concordia University
> Montreal, Canada
Yep. Here's one.
function randNorm01 n,prec
-- n is the number of random variables, prec is the number
of decimal places per answer.
set numberformat to char 1 to 2+prec of "0.000000000000"
put (1+n) div 2 into k
put 10^prec into trange
repeat with i = 1 to k
put 2*random(trange)/trange - 1 into x1
put 2*random(trange)/trange - 1 into x2
put x1*x1+x2*x2 into w
try
put sqrt((-2*ln(w))/w) into w
put x1*w into line(2*i-1) of y
put x2*w into line(2*i) of y
catch errnum
subtract 1 from i
end try
end repeat
delete line n+1 of y
return y
end randNorm01
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