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Numeric.Random.Distribution.Normal | Portability | portable | Stability | experimental | Maintainer | m.p.donadio@ieee.org |
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Description |
Module for transforming a list of uniform random variables into a
list of normal random variables.
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Synopsis |
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Documentation |
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normal_clt |
:: Int | Number of uniforms to sum
| -> (Double, Double) | (mu,sigma)
| -> [Double] | U
| -> [Double] | X
| Normal random variables via the Central Limit Theorm (not explicity
given, but see Ross)
If mu=0 and sigma=1, then this will generate numbers in the range
[-n2,n2]
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normal_bm |
:: (Double, Double) | (mu,sigma)
| -> [Double] | U
| -> [Double] | X
| Normal random variables via the Box-Mueller Polar Method (Ross, pp
450--452)
If mu=0 and sigma=1, then this will generate numbers in the range
[-8.57,8.57] assuing that the uniform RNG is really giving full
precision for doubles.
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normal_ar |
:: (Double, Double) | (mu,sigma)
| -> [Double] | U
| -> [Double] | X
| Acceptance-Rejection Method (Ross, pp 448--450)
If mu=0 and sigma=1, then this will generate numbers in the range
[-36.74,36.74] assuming that the uniform RNG is really giving full
precision for doubles.
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normal_r |
:: (Double, Double) | (mu,sigma)
| -> [Double] | U
| -> [Double] | X
| Ratio Method (Kinderman-Monahan) (Knuth, v2, 2ed, pp 125--127)
If mu=0 and sigma=1, then this will generate numbers in the range
[-1e15,1e15] (?) assuming that the uniform RNG is really giving full
precision for doubles.
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Produced by Haddock version 0.8 |