Re: Normal distribution random numbers

[Zelphir Kaltstahl]

Hi Arne!

Thanks for the pointers!

On 5/30/20 11:30 PM, Arne Babenhauserheide wrote:
> 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