Normal Distribution

This distribution is also known as the Gaussian distribution.

Parameters:

Mean (mu), Standard Deviation (sigma)

Formula:

Formula for mal distribution

for:

Condition for mal distribution formula

Method 1: Polar Marsaglia

Comment: This method is somewhat slower than other methods, but its accuracy is essentially perfect.

Method 2: Rational Fraction Approximation

Comment: This method is used instead of the Polar Marsaglia method when Latin Hypercube sampling is in effect.

This method has a 7–8 digit accuracy over the central range of the distribution and a 5–6 digit accuracy in the tails.