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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
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Perhaps the most generic way to do so is called inverse transform sampling: Generate a uniform random number in [0, 1]. Run the quantile function (also known as the inverse CDF or the PPF) on the uniform random number. The result is a random number that fits the distribution.
The basic idea goes like this: start from a random point x and take a random step xnew = x + delta. evaluate the desired probability distribution in the starting point p(x) and in the new one p(xnew) if the new point is more probable p(xnew)/p(x) >= 1 accept the move.
The rand() and srand() functions are used to generate random numbers in C/C++ programming languages. The rand() function gives same results on every execution because the srand() value is fixed to 1.
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++.
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