Delli22
Delli22

Reputation: 305

generating random number with a specific distribution in c

i need a library with functions for generating random number, given average, standard deviation and using one of three distribution - exponential, normal or unified.

even one of the three would help. i'm looking for something like this - http://www.codeproject.com/KB/recipes/zigurat.aspx, but in c.

thanks

Upvotes: 11

Views: 2303

Answers (2)

Prof. Falken
Prof. Falken

Reputation: 24877

May I recommend the GNU Scientific Library either for use or for inspiration? It has several Random Number Distributions and is designed to be used from C and C++.

Upvotes: 15

amit
amit

Reputation: 178451

uniform:
Generate a random number in the range [0,1] with uniform distribution:

double X=((double)rand()/(double)RAND_MAX);

Exponentional
generating an exponentional random variable with parameter lambda:

-ln(U)/lambda (where U~Uniform[0,1]). 

normal:
the simplest way [though time consuming] is using the central limit theorem, [sum enough uniformly distributed numbers] but there are other methods in the wikipedia page such as the box muller transform that generates 2 independent random variables: X,Y~N(0,1)

X=sqrt(-2ln(U))*cos(2*pi*V)
Y=sqrt(-2ln(U))*sin(2*pi*V)
where U,V~UNIFORM[0,1]

transforming from X~N(0,1) to Z~N(m,s^2) is simple: Z = s*X + m

Though you CAN generate these random numbers, I stand by @Amigable Clark Kant suggestion to use an existing library.

Upvotes: 11

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