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Re: Normal distribution random numbers

From: Arne Babenhauserheide
Subject: Re: Normal distribution random numbers
Date: Sat, 30 May 2020 23:30:48 +0200
User-agent: mu4e 1.4.4; emacs 26.3

Hi Zelphir,

Zelphir Kaltstahl <> writes:
> Then I thought: How would I get normal distributed random numbers? I
> don't have a project or program in mind for this, but it struck me, that
> I do not know, how to get a normal distribution from a uniform
> distribution. So I dug into the matter …
> So my question is: Is there a good implementation in the Guile universe
> already? (Or a simple way to implement it?) I don't really need it right
> now, but I think this thing could be an obstacle for many people without
> serious math knowledge and it would be good to know, where to find it,
> should one have need for normal distributed random numbers.

I don’t know how random:normal does it, just that I used it.


If you want to add defined covariance, you can use cholesky

Best wishes,
Unpolitisch sein
heißt politisch sein
ohne es zu merken

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