Concepts inAlgorithm 712: A normal random number generator
Random number generation
A random number generator (RNG) is a computational or physical device designed to generate a sequence of numbers or symbols that lack any pattern, i.e. appear random. The many applications of randomness have led to the development of several different methods for generating random data. Many of these have existed since ancient times, including dice, coin flipping, the shuffling of playing cards, the use of yarrow stalks (by divination) in the I Ching, and many other techniques.
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Normal distribution
In probability theory, the normal (or Gaussian) distribution is a continuous probability distribution that has a bell-shaped probability density function, known as the Gaussian function or informally the bell curve: The parameter μ is the mean or expectation (location of the peak) and σ is the variance. σ is known as the standard deviation. The distribution with μ = 0 and σ = 1 is called the standard normal distribution or the unit normal distribution.
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Algorithm
In mathematics and computer science, an algorithm Listen/ˈælɡərɪðəm/ (originating from al-Khwārizmī, the famous mathematician Muḥammad ibn Mūsā al-Khwārizmī) is a step-by-step procedure for calculations. Algorithms are used for calculation, data processing, and automated reasoning. More precisely, an algorithm is an effective method expressed as a finite list of well-defined instructions for calculating a function.
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