将均匀分布转换为正态分布 [英] Converting a Uniform Distribution to a Normal Distribution

问题描述

如何将均匀分布(如大多数随机数生成器产生的，例如介于 0.0 和 1.0 之间)转换为正态分布?如果我想要我选择的均值和标准差怎么办?

How can I convert a uniform distribution (as most random number generators produce, e.g. between 0.0 and 1.0) into a normal distribution? What if I want a mean and standard deviation of my choosing?

推荐答案

Ziggurat 算法是尽管 Box-Muller 变换 更容易从头开始实现(并且不是很慢).

The Ziggurat algorithm is pretty efficient for this, although the Box-Muller transform is easier to implement from scratch (and not crazy slow).

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