Creating a distribution with specific mean and variance in FORTRAN 90

by sue132
Tags: distribution, fortran, normal
 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)
 Sci Advisor PF Gold P: 1,010 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.
 HW Helper P: 6,180 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.
P: 14

Creating a distribution with specific mean and variance in FORTRAN 90

Thank you for the replies

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