Creating a distribution with specific mean and variance in FORTRAN 90


by sue132
Tags: distribution, fortran, normal
sue132
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#1
Feb18-13, 02:44 AM
P: 14
Hi,

I'm trying to create a normal distribution with mean 0.5 and variance 0.05. I tried it initially with MATLAB, for which I used
newdist=0.5+(randn(1,1000)*sqrt(0.05));
Could you please help me in doing this in FORTRAN 90? Would generating a sequence using RANDOM_NUMBER and using the above equation give me similar results?

Thank you.

(P.S. : The LINUX OS on my system needs to be replaced, and I'm writing some more code before I can run them on another system. It would be great to have your help in the meanwhile, so I could check everything together. Thanks again)
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DrClaude
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#2
Feb18-13, 03:40 AM
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You can't do it directly with random_number, which has a uniform distribution. There are different ways to produce a normal distribution from a uniform distribution, such as the Box-Muller transform.
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#3
Feb18-13, 01:56 PM
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Hi sue132!

Here's some C source code for nrandom that generates normally distributed random numbers (based on the Box-muller transform).

The algorithm is easy to port to any computer language.
It comes from Numerical Recipes in C, for which there is also a FORTRAN version.

sue132
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#4
Feb18-13, 11:19 PM
P: 14

Creating a distribution with specific mean and variance in FORTRAN 90


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