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{ version = 1.04; (* of gauss.p 2025 Feb 05}
(* begin module describe.gauss *)
(*
name
gauss: generate a bunch of gaussianly distributed numbers
synopsis
gauss(gaussp:in, data: out, genhisparameters: out, output: out)
files
gaussp: parameter file controlling the program.
Two numbers, one per line:
seed: random seed to start the process
total: the number of numbers to generate
data: the input file for genhis. this is a set of numbers which
should have gaussian distribution if the random number generator
is a reasonable one. It will be N(0,1), a normal distribution
with mean 0 and standard deviation 1.
genhisparameters: control file for genhis. Copy or move to the
name genhisp to control genhis. This gives the user flexibility.
output: messages to the user
description
Test of a random number generator by creating a Gaussian
distribution of numbers for plotting by genhis. Further details of
the method are in email communications appended to the end of this
program in a comment.
example
seed := 0.5;
total := 10000;
see also
tstrnd.p, genhis.p, gentst.p
@articleBox.Muller1958,
author = "G. E. P. Box
and Mervin E. Muller",
title = "{A Note on the Generation of Random Normal Deviates}",
journal = "The Annals of mathematical statistics",
volume = "29",
pages = "610--611",
pmid = "",
pmcid = "",
note = "\url
{https://projecteuclid.org/journals/annals-of-mathematical-statistics/volume-29/issue-2/A-Note-on-the-Generation-of-Random-Normal-Deviates/10.1214/aoms/1177706645.pdf}",
year = "1958"}
author
Thomas D. Schneider
bugs
none known
technical notes
%
the constant n in procedure randomtest determines how many times
the random number generator will be in a series of tests. if n
is small, the the test will be poor, if it is large then the test may
take a long time.
*)
(* end module describe.gauss *)
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