g05sk generates a vector of pseudorandom numbers taken from a Normal (Gaussian) distribution with mean and variance .
Public Shared Sub g05sk ( _ n As Integer, _ xmu As Double, _ var As Double, _ g05state As G05..::..G05State, _ x As Double(), _ <OutAttribute> ByRef ifail As Integer _ )
public: static void g05sk( int n, double xmu, double var, G05..::..G05State^ g05state, array<double>^ x, [OutAttribute] int% ifail )
- Type: System..::..Int32On entry: , the number of pseudorandom numbers to be generated.Constraint: .
- Type: System..::..DoubleOn entry: , the mean of the distribution.
- Type: System..::..DoubleOn entry: , the variance of the distribution.Constraint: .
- Type: array<System..::..Double>()An array of size [n]On exit: the pseudorandom numbers from the specified Normal distribution.
The distribution has PDF (probability distribution function)
g05sk uses the algorithm of Wichura (1988).
One of the initialization methods (G05KFF not in this release) (for a repeatable sequence if computed sequentially) or (G05KGF not in this release) (for a non-repeatable sequence) must be called prior to the first call to g05sk.
Kendall M G and Stuart A (1969) The Advanced Theory of Statistics (Volume 1) (3rd Edition) Griffin
Knuth D E (1981) The Art of Computer Programming (Volume 2) (2nd Edition) Addison–Wesley
Wichura (1988) Algorithm AS 241: the percentage points of the Normal distribution Appl. Statist. 37 477–484
Errors or warnings detected by the method:
- On entry, .
- On entry, .
On entry, state vector was not initialized or has been corrupted.