Concepts inRemark on “Algorithm 334: Normal Random Deviates”
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 ¿ is the mean or expectation (location of the peak) and ¿ is the variance. ¿ is known as the standard deviation. The distribution with ¿ = 0 and ¿ = 1 is called the standard normal distribution or the unit normal distribution.
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