Re: Random gauss numbers? ( and other distributions of rando


#1

Dear Daniel,

the GNU Scientific Library (GSL) includes pseudo random number
generation
methods.
There is a Ruby binding for this library (Ruby-GSL).

Best regards,

Axel


#2

On 11/30/05, removed_email_address@domain.invalid removed_email_address@domain.invalid wrote:

the GNU Scientific Library (GSL) includes pseudo random number generation
methods.
There is a Ruby binding for this library (Ruby-GSL).

Just remember that the GSL is under the GNU GPL, which makes it
inappropriate for some applications.

-austin


#3

On Nov 30, 2005, at 1:28 AM, removed_email_address@domain.invalid wrote:

the GNU Scientific Library (GSL) includes pseudo random number
generation
methods.
There is a Ruby binding for this library (Ruby-GSL).

Try this, if you don’t need high performance…

def rand_normal_float(mean = 0.0, variance = 1.0)

sum 12 random numbers uniformly distributed in [0,1]

sum = 0.0
12.times { sum += Kernel.rand }

adjust for mean and variance

(variance.to_f * (sum - 6.0)) + mean.to_f
end

–Steve


#4

Hi!

At Thu, 1 Dec 2005 01:01:39 +0900, Stephen W. wrote:

Try this, if you don’t need high performance…

def rand_normal_float(mean = 0.0, variance = 1.0)

sum 12 random numbers uniformly distributed in [0,1]

sum = 0.0
12.times { sum += Kernel.rand }

adjust for mean and variance

(variance.to_f * (sum - 6.0)) + mean.to_f
end

My mathematical intuition says that the Gaussian distribution is
achieved as the limit of the above replacing 12 by N (and 6 by N/2)
and then computing the limit for N versus infinity. Without knowing
the quality of the approximation of using 12 in place of infinity the
approximation is of no practical value. Besides that summing up
pseudo-random numbers may decrease their randomness.

Josef ‘Jupp’ Schugt


#5

Take a look at this website. Shouldn’t be hard at all to implement in
ruby.
http://www.taygeta.com/random/gaussian.html

_Kevin