TITLE:
An Algorithm for Generating Random Numbers with Normal Distribution
AUTHORS:
Pirooz Mohazzabi, Michael J. Connolly
KEYWORDS:
Random Numbers, Central Limit Theorem, Normal Distribution, Gaussian Distribution
JOURNAL NAME:
Journal of Applied Mathematics and Physics,
Vol.7 No.11,
November
8,
2019
ABSTRACT: A new algorithm is suggested based on the central limit theorem for generating pseudo-random numbers with a specified normal or Gaussian probability density function. The suggested algorithm is very simple but highly accurate, with an efficiency that falls between those of the Box-Muller and von Neumann rejection methods.