Copyright | (c) Matthew Donadio 2003 |
---|---|

License | GPL |

Maintainer | m.p.donadio@ieee.org |

Stability | experimental |

Portability | portable |

Safe Haskell | Safe |

Language | Haskell98 |

Module for transforming a list of uniform random variables into a list of normal random variables.

# Documentation

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
[-n*2,n*2]

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.

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.