Question

i need a library with functions for generating random number, given average, standard deviation and using one of three distribution – exponential, normal or unified.

even one of the three would help.
i’m looking for something like this – http://www.codeproject.com/KB/recipes/zigurat.aspx, but in c.

thanks

Answer 1

uniform:

Generate a random number in the range [0,1] with uniform distribution:

double X=((double)rand()/(double)RAND_MAX);

Exponentional

generating an exponentional random variable with parameter lambda:

-ln(U)/lambda (where U~Uniform[0,1]). 

normal:

the simplest way [though time consuming] is using the central limit theorem, [sum enough uniformly distributed numbers] but there are other methods in the wikipedia page such as the box muller transform that generates 2 independent random variables: X,Y~N(0,1)

X=sqrt(-2ln(U))*cos(2*pi*V)
Y=sqrt(-2ln(U))*sin(2*pi*V)
where U,V~UNIFORM[0,1]

transforming from X~N(0,1) to Z~N(m,s^2) is simple: Z = s*X + m

Though you CAN generate these random numbers, I stand by @Amigable Clark Kant suggestion to use an existing library.