How can I generate a standard normal random variable in F# (or .Net in general)?

Question

I need standard normal (Gaussian) random variables for my simulation. What is the easiest way to generate them? Unlike in java, the standard Random class seems to cater for only uniform variables.

http://stackoverflow.com/questions/218060/random-gaussian-variables — ken2k, Jun 12 '12 at 13:21

score 5 · Accepted Answer · edited Jan 04 '16 at 14:54

5

The MathNet.Numerics library works well with F# and provides various random generators as well as different probability distribution with random sampling methods. Some more details on how to apply random sampling from probability distributions can be found here.

edited Jan 04 '16 at 14:54

Guy Coder

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answered Jun 12 '12 at 13:24

Anders Gustafsson

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How can I generate a standard normal random variable in F# (or .Net in general)?

1 Answers1