Code for normal distribution returns unexpected values

Asked Dec 10 '12 at 17:15

Active Dec 10 '12 at 17:15

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Possible Duplicate:
Implementing Box-Mueller random number generator in C#

I'm using a Box-Muller transform method to generate normally distributed random numbers:

 do {
        rand1 = 2*(rand()/(double)RAND_MAX)-1 ; 
        rand2 = 2*(rand()/(double)RAND_MAX)-1;
        distSqr = rand1 * rand1 + rand2 * rand2;
  } while (distSqr >= 1 );

  mp1 = sqrt((-2*log(distSqr))/distSqr); 
  res = rand1 * mp1;
  norm_dist=res*var+mean;

Is there an obvious mistake that I am making?

edited May 23 '17 at 12:21

Community

asked Dec 10 '12 at 17:15

straits

What sort of unexpected values are you getting? – sizzzzlerz Dec 10 '12 at 17:20
I'm getting more values outside the variance range and a small number within. – straits Dec 10 '12 at 17:48

Code for normal distribution returns unexpected values

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