View Full Version : Generating a random number taken from a normal distribution

ac11ca

01-25-2012, 03:32 PM

Hello,

I need help creating a function in javascript that produces random numbers generated from a normal curve distribution with a mean and standard deviation that I can specify (and easily change). I would like only whole numbers and the ability to set reasonable maximum and minimums.

Thanks,

Adrian

Philip M

01-25-2012, 05:36 PM

<script type = "text/javascript">

function rnd_snd() {

return (Math.random()*2-1)+(Math.random()*2-1)+(Math.random()*2-1);

}

// Three random numbers between -1 and 1 added together. That will give a normal distribution with mean = 0 and standard deviation = 1.

// The function will return a decimal with an average value of 0.

function rnd(mean, stdev) {

return Math.round(rnd_snd()*stdev + mean);

}

// Multiply the result by the standard deviation that you want, then add your desired mean.

alert (rnd(38,2)) // mean, standard deviation

</script>

All advice is supplied packaged by intellectual weight, and not by volume. Contents may settle slightly in transit.

Dormilich

01-26-2012, 04:06 PM

// Three random numbers between -1 and 1 added together. That will give a normal distribution with mean = 0 and standard deviation = 1.

// The function will return a decimal with an average value of 0.

out of interest, do you have any detailed info about that statement?

Philip M

01-26-2012, 07:26 PM

out of interest, do you have any detailed info about that statement?

Not quite sure what you mean, but all I have done here is added three random numbers between -1 and 1 together. That will give a point (almost +3 to almost -3) on a normal distribution with mean = 0 and standard deviation = 1. This is also called standard normal distribution. Try it yourself:-

<script type = "text/javascript">

var tot = 0;

var its = 500; // iterations

for (var i = 0; i<its; i++) {

var randy = (Math.random()*2-1)+(Math.random()*2-1)+(Math.random()*2-1);

tot += randy;

document.write(randy);

document.write("<br>")

}

alert (tot/its); // close to zero, especially if the number of iterations is increased to (say) 10000

</script>

For more info Google for Box-Muller transform.

Dormilich

01-26-2012, 10:08 PM

For more info Google for Box-Muller transform.

thanks, that was the bit of info I wanted.

ac11ca

02-03-2012, 09:43 PM

Thank you! Very useful, and I will have a play around with it soon.

Now things get a little more tricky: What about a chi square distribution (with 3 degrees of freedom)?

Cheers,

Adrian

Philip M

02-04-2012, 07:32 AM

Now things get a little more tricky: What about a chi square distribution (with 3 degrees of freedom)?

Well, what about it? Google to find for example

http://www.fourmilab.ch/rpkp/experiments/analysis/chiCalc.html

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