Creating a distribution with specific mean and variance in FORTRAN 90

[sue132]

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)

 

[DrClaude]

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.

 

[I like Serena]

Hi sue132!

http://www.ohio.edu/people/just/Escalate/source/random.ccsome 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]

Thank you for the replies