Fwd: [Help-gsl] random number distributions

[John Gehman]

It's not really a problem to set two different ones, but if you like  
check out R.W. Hamming "Numerical Methods for Scientists and  
Engineers", -- you can generate a gaussian random number by summing 12  
uniform random numbers and subtract 6.0. There's a subtle caveat which  
explains that this isn't perfect, but in most cases is actually closer  
to what you want than a perfectly gaussian random number (i.e. do you  
ever really want random number which has probability of 137*sigma, even  
if strictly speaking it's bound to happen sooner or later in a true  
gaussian distribution?)

Begin forwarded message:

> From: Eric Germaneau <address@hidden>
> Date: 18 May 2006 9:44:28 PM
> To: address@hidden
> Subject: [Help-gsl] random number distributions
>
> Hello,
>
> I wish to use _in same program_ a random number generator which  
> provides uniformly distributed random numbers _and_ a function which  
> returns a Gaussian random variate.
> Theses functions requires two calls to a random number generator.
> So, I'm wondering whether I have to set one or two random number  
> generator ?
> Thanks in advance,
> Regards,
>
>                  Eric.
> --  
>                          
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> Eric Germaneau <http://lcr.epfl.ch/page37437.html>  
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eric.germaneau.vcf
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