Visible to Intel only — GUID: GUID-E9B60674-7B39-4D68-807C-13A2C28C065F
Visible to Intel only — GUID: GUID-E9B60674-7B39-4D68-807C-13A2C28C065F
Normal Distribution
Generates normally distributed random numbers.
Details
Normal (Gaussian) random number generator fills the input n x p numeric table with Gaussian random numbers with mean α and standard deviation σ, where α, σ∈R and σ > 0. The probability density function is given by:
The cumulative distribution function is as follows:
Batch Processing
Algorithm Parameters
Normal distribution algorithm has the following parameters in addition to the common parameters specified in Distributions:
Parameter |
Default Value |
Description |
---|---|---|
algorithmFPType |
float |
The floating-point type that the algorithm uses for intermediate computations. Can be float or double. |
method |
defaultDense |
Performance-oriented computation method, the only method supported by the algorithm. The only method supported so far is the Inverse Cumulative Distribution Function (ICDF) method. |
a |
0 |
The mean |
sigma |
1 |
The standard deviation |