Re: Normal distribution random numbers

[Arne Babenhauserheide]

Hi Zelphir,

Zelphir Kaltstahl <zelphirkaltstahl@posteo.de> 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.

See https://www.gnu.org/software/guile/manual/html_node/Random.html

If you want to add defined covariance, you can use cholesky
decomposition: 
https://hg.sr.ht/~arnebab/wisp/browse/examples/cholesky.scm?rev=91ec8dc32652

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