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 JAMP  Vol.7 No.11 , November 2019
An Algorithm for Generating Random Numbers with Normal Distribution
Abstract: A new algorithm is suggested based on the central limit theorem for generating pseudo-random numbers with a specified normal or Gaussian probability density function. The suggested algorithm is very simple but highly accurate, with an efficiency that falls between those of the Box-Muller and von Neumann rejection methods.
Cite this paper: Mohazzabi, P. and Connolly, M. (2019) An Algorithm for Generating Random Numbers with Normal Distribution. Journal of Applied Mathematics and Physics, 7, 2712-2722. doi: 10.4236/jamp.2019.711185.
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